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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.23% | 15.31 CHF | 15.32 CHF | 32,000 | 32,000 | 17,731 | 17,731 | 266,548 CHF | 267,048 CHF | 99.92% | 99.92% |
15/05/2024 | 0.23% | 14.79 CHF | 14.80 CHF | 32,000 | 32,000 | 17,606 | 17,606 | 258,511 CHF | 259,008 CHF | 100.00% | 100.00% |
14/05/2024 | 0.23% | 14.52 CHF | 14.53 CHF | 32,000 | 32,000 | 17,972 | 17,972 | 258,904 CHF | 259,415 CHF | 96.67% | 96.67% |
13/05/2024 | 0.24% | 13.87 CHF | 13.88 CHF | 33,000 | 33,000 | 18,131 | 18,131 | 249,314 CHF | 249,824 CHF | 99.86% | 99.86% |
10/05/2024 | 0.23% | 14.24 CHF | 14.25 CHF | 33,000 | 33,000 | 18,151 | 18,151 | 260,466 CHF | 260,978 CHF | 100.00% | 100.00% |
08/05/2024 | 0.23% | 14.61 CHF | 14.62 CHF | 32,000 | 32,000 | 17,625 | 17,625 | 257,910 CHF | 258,413 CHF | 99.13% | 99.13% |
07/05/2024 | 0.24% | 14.77 CHF | 14.78 CHF | 32,000 | 32,000 | 17,981 | 17,981 | 259,272 CHF | 259,782 CHF | 99.85% | 99.85% |
06/05/2024 | 0.24% | 14.05 CHF | 14.06 CHF | 33,000 | 33,000 | 18,435 | 18,435 | 259,145 CHF | 259,662 CHF | 97.97% | 97.97% |
03/05/2024 | 0.24% | 13.61 CHF | 13.62 CHF | 33,000 | 33,000 | 18,288 | 18,288 | 255,152 CHF | 255,665 CHF | 99.05% | 99.05% |
02/05/2024 | 0.24% | 13.86 CHF | 13.87 CHF | 33,000 | 33,000 | 18,444 | 18,444 | 254,915 CHF | 255,437 CHF | 99.99% | 99.99% |