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 | 0.31% | 16.55 CHF | 16.60 CHF | 5,900 | 5,900 | 5,845 | 5,845 | 96,211 CHF | 96,504 CHF | 100.00% | 100.00% |
15/05/2024 | 0.31% | 16.20 CHF | 16.25 CHF | 6,000 | 6,000 | 5,852 | 5,852 | 95,033 CHF | 95,326 CHF | 99.92% | 99.92% |
14/05/2024 | 0.32% | 16.05 CHF | 16.10 CHF | 6,000 | 6,000 | 5,961 | 5,961 | 93,843 CHF | 94,141 CHF | 99.15% | 99.15% |
13/05/2024 | 0.32% | 15.90 CHF | 15.95 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 94,472 CHF | 94,770 CHF | 99.83% | 99.83% |
10/05/2024 | 0.32% | 15.90 CHF | 15.95 CHF | 6,000 | 6,000 | 5,957 | 5,957 | 94,742 CHF | 95,040 CHF | 99.35% | 99.35% |
08/05/2024 | 0.32% | 15.45 CHF | 15.50 CHF | 6,100 | 6,100 | 6,051 | 6,051 | 93,834 CHF | 94,137 CHF | 99.46% | 99.46% |
07/05/2024 | 0.33% | 15.50 CHF | 15.55 CHF | 6,100 | 6,100 | 6,019 | 6,019 | 93,004 CHF | 93,306 CHF | 99.66% | 99.66% |
06/05/2024 | 0.34% | 15.05 CHF | 15.10 CHF | 6,100 | 6,100 | 6,044 | 6,044 | 91,066 CHF | 91,369 CHF | 98.45% | 98.45% |
03/05/2024 | 0.34% | 14.60 CHF | 14.65 CHF | 6,200 | 6,200 | 6,181 | 6,181 | 90,220 CHF | 90,529 CHF | 97.92% | 97.92% |
02/05/2024 | 0.35% | 14.20 CHF | 14.25 CHF | 6,300 | 6,300 | 6,266 | 6,266 | 90,257 CHF | 90,571 CHF | 99.00% | 99.00% |