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 | 0.14% | 15.91 CHF | 15.92 CHF | 27,000 | 27,000 | 11,901 | 11,901 | 199,412 CHF | 199,630 CHF | 98.46% | 98.46% |
15/05/2024 | 0.15% | 16.58 CHF | 16.59 CHF | 26,000 | 26,000 | 11,868 | 11,868 | 192,472 CHF | 192,690 CHF | 98.34% | 98.34% |
14/05/2024 | 0.15% | 15.89 CHF | 15.90 CHF | 27,000 | 27,000 | 12,504 | 12,504 | 191,710 CHF | 191,939 CHF | 99.47% | 99.47% |
13/05/2024 | 0.15% | 15.69 CHF | 15.70 CHF | 27,000 | 27,000 | 12,311 | 12,311 | 195,111 CHF | 195,334 CHF | 98.43% | 98.43% |
10/05/2024 | 0.14% | 15.84 CHF | 15.85 CHF | 27,000 | 27,000 | 12,102 | 12,102 | 199,956 CHF | 200,178 CHF | 99.99% | 99.99% |
08/05/2024 | 0.14% | 16.69 CHF | 16.70 CHF | 26,000 | 26,000 | 11,837 | 11,837 | 196,560 CHF | 196,780 CHF | 98.77% | 98.77% |
07/05/2024 | 0.18% | 17.48 CHF | 17.50 CHF | 25,000 | 25,000 | 11,001 | 11,001 | 195,613 CHF | 195,911 CHF | 99.94% | 99.94% |
06/05/2024 | 0.19% | 18.09 CHF | 18.11 CHF | 24,000 | 24,000 | 10,778 | 10,778 | 196,515 CHF | 196,819 CHF | 99.16% | 99.16% |
03/05/2024 | 0.30% | 17.19 CHF | 17.20 CHF | 25,000 | 25,000 | 8,738 | 8,738 | 154,068 CHF | 154,373 CHF | 95.30% | 95.30% |
02/05/2024 | 0.14% | 17.60 CHF | 17.62 CHF | 25,000 | 25,000 | 11,057 | 11,057 | 188,435 CHF | 188,648 CHF | 99.95% | 99.95% |