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 | 0.13% | 16.18 CHF | 16.19 CHF | 27,000 | 27,000 | 11,961 | 11,961 | 203,500 CHF | 203,719 CHF | 87.74% | 87.74% |
15/05/2024 | 0.15% | 16.86 CHF | 16.87 CHF | 26,000 | 26,000 | 11,884 | 11,884 | 195,959 CHF | 196,178 CHF | 92.92% | 92.92% |
14/05/2024 | 0.15% | 16.17 CHF | 16.18 CHF | 27,000 | 27,000 | 12,573 | 12,573 | 196,252 CHF | 196,482 CHF | 90.32% | 90.32% |
13/05/2024 | 0.14% | 15.96 CHF | 15.97 CHF | 27,000 | 27,000 | 12,253 | 12,253 | 197,533 CHF | 197,757 CHF | 95.48% | 95.48% |
10/05/2024 | 0.14% | 16.11 CHF | 16.12 CHF | 27,000 | 27,000 | 12,100 | 12,100 | 203,292 CHF | 203,513 CHF | 99.89% | 99.89% |
08/05/2024 | 0.14% | 16.97 CHF | 16.98 CHF | 26,000 | 26,000 | 11,740 | 11,740 | 198,324 CHF | 198,544 CHF | 95.47% | 95.47% |
07/05/2024 | 0.18% | 17.77 CHF | 17.79 CHF | 25,000 | 25,000 | 11,085 | 11,085 | 200,359 CHF | 200,659 CHF | 97.68% | 97.68% |
06/05/2024 | 0.18% | 18.39 CHF | 18.41 CHF | 24,000 | 24,000 | 10,898 | 10,898 | 202,049 CHF | 202,355 CHF | 96.04% | 96.04% |
03/05/2024 | 0.30% | 17.48 CHF | 17.49 CHF | 25,000 | 25,000 | 8,930 | 8,930 | 159,954 CHF | 160,265 CHF | 87.24% | 87.24% |
02/05/2024 | 0.14% | 17.89 CHF | 17.91 CHF | 25,000 | 25,000 | 11,050 | 11,050 | 191,493 CHF | 191,705 CHF | 99.95% | 99.95% |