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% | 16.02 CHF | 16.03 CHF | 27,000 | 27,000 | 11,901 | 11,901 | 200,646 CHF | 200,864 CHF | 98.52% | 98.52% |
15/05/2024 | 0.15% | 16.69 CHF | 16.70 CHF | 26,000 | 26,000 | 11,890 | 11,890 | 194,088 CHF | 194,307 CHF | 98.65% | 98.65% |
14/05/2024 | 0.15% | 16.00 CHF | 16.01 CHF | 27,000 | 27,000 | 12,504 | 12,504 | 193,014 CHF | 193,243 CHF | 99.48% | 99.48% |
13/05/2024 | 0.15% | 15.79 CHF | 15.80 CHF | 27,000 | 27,000 | 12,312 | 12,312 | 196,398 CHF | 196,621 CHF | 98.43% | 98.43% |
10/05/2024 | 0.14% | 15.95 CHF | 15.96 CHF | 27,000 | 27,000 | 12,100 | 12,100 | 201,172 CHF | 201,394 CHF | 99.89% | 99.89% |
08/05/2024 | 0.14% | 16.79 CHF | 16.80 CHF | 26,000 | 26,000 | 11,864 | 11,864 | 198,256 CHF | 198,476 CHF | 98.63% | 98.63% |
07/05/2024 | 0.18% | 17.58 CHF | 17.60 CHF | 25,000 | 25,000 | 11,001 | 11,001 | 196,751 CHF | 197,050 CHF | 99.94% | 99.94% |
06/05/2024 | 0.18% | 18.19 CHF | 18.21 CHF | 24,000 | 24,000 | 10,778 | 10,778 | 197,626 CHF | 197,930 CHF | 99.16% | 99.16% |
03/05/2024 | 0.30% | 17.30 CHF | 17.31 CHF | 25,000 | 25,000 | 8,809 | 8,809 | 156,292 CHF | 156,598 CHF | 95.75% | 95.75% |
02/05/2024 | 0.14% | 17.70 CHF | 17.72 CHF | 25,000 | 25,000 | 11,053 | 11,053 | 189,521 CHF | 189,734 CHF | 99.97% | 99.97% |