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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.34% | 15.51 CHF | 15.54 CHF | 8,600 | 8,600 | 3,879 | 3,879 | 61,104 CHF | 61,281 CHF | 98.84% | 98.84% |
16/05/2024 | 0.35% | 16.96 CHF | 16.99 CHF | 7,600 | 7,600 | 3,333 | 3,333 | 58,768 CHF | 58,940 CHF | 95.03% | 95.03% |
15/05/2024 | 0.34% | 16.66 CHF | 16.69 CHF | 8,600 | 8,600 | 3,865 | 3,865 | 63,457 CHF | 63,633 CHF | 99.87% | 99.87% |
14/05/2024 | 0.36% | 16.08 CHF | 16.11 CHF | 9,100 | 9,100 | 4,213 | 4,213 | 62,510 CHF | 62,703 CHF | 96.91% | 96.91% |
13/05/2024 | 0.36% | 14.94 CHF | 14.97 CHF | 8,300 | 8,300 | 3,634 | 3,634 | 58,900 CHF | 59,083 CHF | 99.81% | 99.81% |
10/05/2024 | 0.34% | 16.34 CHF | 16.37 CHF | 8,000 | 8,000 | 3,567 | 3,567 | 62,691 CHF | 62,871 CHF | 100.00% | 100.00% |
08/05/2024 | 0.34% | 17.36 CHF | 17.39 CHF | 8,900 | 8,900 | 4,023 | 4,023 | 64,914 CHF | 65,099 CHF | 99.13% | 99.13% |
07/05/2024 | 0.37% | 15.43 CHF | 15.46 CHF | 9,600 | 9,600 | 4,315 | 4,315 | 63,185 CHF | 63,381 CHF | 99.66% | 99.66% |
06/05/2024 | 0.34% | 13.47 CHF | 13.49 CHF | 11,600 | 11,600 | 5,194 | 5,194 | 66,634 CHF | 66,818 CHF | 98.95% | 98.95% |
03/05/2024 | 0.35% | 11.77 CHF | 11.79 CHF | 13,900 | 13,900 | 6,125 | 6,125 | 66,938 CHF | 67,124 CHF | 98.91% | 98.91% |