Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.12% | 17.05 CHF | 17.07 CHF | 61,000 | 61,000 | 29,926 | 29,926 | 517,998 CHF | 518,598 CHF | 100.00% | 100.00% |
21/05/2024 | 0.13% | 16.71 CHF | 16.73 CHF | 62,000 | 62,000 | 31,362 | 31,362 | 510,883 CHF | 511,512 CHF | 99.67% | 99.67% |
17/05/2024 | 0.13% | 16.54 CHF | 16.56 CHF | 62,000 | 62,000 | 31,577 | 31,577 | 510,209 CHF | 510,842 CHF | 100.00% | 100.00% |
16/05/2024 | 0.13% | 16.18 CHF | 16.20 CHF | 63,000 | 63,000 | 31,704 | 31,704 | 505,955 CHF | 506,592 CHF | 100.00% | 100.00% |
15/05/2024 | 0.12% | 15.98 CHF | 16.00 CHF | 64,000 | 64,000 | 31,374 | 31,374 | 512,505 CHF | 513,136 CHF | 100.00% | 100.00% |
14/05/2024 | 0.13% | 16.70 CHF | 16.72 CHF | 62,000 | 62,000 | 32,039 | 32,039 | 513,182 CHF | 513,824 CHF | 99.99% | 99.99% |
13/05/2024 | 0.13% | 15.91 CHF | 15.93 CHF | 64,000 | 64,000 | 32,572 | 32,572 | 507,752 CHF | 508,404 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 15.25 CHF | 15.27 CHF | 66,000 | 66,000 | 31,598 | 31,598 | 496,400 CHF | 497,034 CHF | 100.00% | 100.00% |
08/05/2024 | 0.13% | 16.12 CHF | 16.14 CHF | 64,000 | 64,000 | 31,466 | 31,466 | 506,360 CHF | 506,991 CHF | 96.42% | 96.42% |
07/05/2024 | 0.12% | 16.90 CHF | 16.92 CHF | 62,000 | 62,000 | 30,502 | 30,502 | 518,062 CHF | 518,673 CHF | 97.61% | 97.61% |