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% | 16.12 CHF | 16.13 CHF | 27,000 | 27,000 | 11,902 | 11,902 | 201,827 CHF | 202,045 CHF | 98.47% | 98.47% |
15/05/2024 | 0.15% | 16.78 CHF | 16.79 CHF | 26,000 | 26,000 | 11,868 | 11,868 | 194,878 CHF | 195,097 CHF | 98.20% | 98.20% |
14/05/2024 | 0.15% | 16.10 CHF | 16.11 CHF | 27,000 | 27,000 | 12,465 | 12,465 | 193,627 CHF | 193,856 CHF | 99.16% | 99.16% |
13/05/2024 | 0.14% | 15.89 CHF | 15.90 CHF | 27,000 | 27,000 | 12,311 | 12,311 | 197,609 CHF | 197,832 CHF | 98.43% | 98.43% |
10/05/2024 | 0.14% | 16.05 CHF | 16.06 CHF | 27,000 | 27,000 | 12,100 | 12,100 | 202,368 CHF | 202,590 CHF | 99.89% | 99.89% |
08/05/2024 | 0.14% | 16.89 CHF | 16.90 CHF | 26,000 | 26,000 | 11,865 | 11,865 | 199,438 CHF | 199,658 CHF | 98.62% | 98.62% |
07/05/2024 | 0.18% | 17.68 CHF | 17.70 CHF | 25,000 | 25,000 | 11,002 | 11,002 | 197,844 CHF | 198,142 CHF | 99.94% | 99.94% |
06/05/2024 | 0.18% | 18.29 CHF | 18.31 CHF | 24,000 | 24,000 | 10,778 | 10,778 | 198,689 CHF | 198,994 CHF | 99.16% | 99.16% |
03/05/2024 | 0.30% | 17.40 CHF | 17.41 CHF | 25,000 | 25,000 | 8,810 | 8,810 | 157,188 CHF | 157,494 CHF | 95.75% | 95.75% |
02/05/2024 | 0.14% | 17.80 CHF | 17.82 CHF | 25,000 | 25,000 | 10,990 | 10,990 | 189,496 CHF | 189,709 CHF | 99.44% | 99.44% |