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% | 16.21 CHF | 16.22 CHF | 27,000 | 27,000 | 11,901 | 11,901 | 203,005 CHF | 203,223 CHF | 98.47% | 98.47% |
15/05/2024 | 0.15% | 16.88 CHF | 16.89 CHF | 26,000 | 26,000 | 11,867 | 11,867 | 196,047 CHF | 196,266 CHF | 98.31% | 98.31% |
14/05/2024 | 0.15% | 16.20 CHF | 16.21 CHF | 27,000 | 27,000 | 12,466 | 12,466 | 194,883 CHF | 195,111 CHF | 98.93% | 98.93% |
13/05/2024 | 0.14% | 15.99 CHF | 16.00 CHF | 27,000 | 27,000 | 12,311 | 12,311 | 198,829 CHF | 199,052 CHF | 98.43% | 98.43% |
10/05/2024 | 0.14% | 16.14 CHF | 16.15 CHF | 27,000 | 27,000 | 12,100 | 12,100 | 203,557 CHF | 203,778 CHF | 99.89% | 99.89% |
08/05/2024 | 0.14% | 16.99 CHF | 17.00 CHF | 26,000 | 26,000 | 11,858 | 11,858 | 200,496 CHF | 200,716 CHF | 98.76% | 98.76% |
07/05/2024 | 0.18% | 17.78 CHF | 17.80 CHF | 25,000 | 25,000 | 11,002 | 11,002 | 198,947 CHF | 199,245 CHF | 99.94% | 99.94% |
06/05/2024 | 0.18% | 18.39 CHF | 18.41 CHF | 24,000 | 24,000 | 10,778 | 10,778 | 199,748 CHF | 200,052 CHF | 99.16% | 99.16% |
03/05/2024 | 0.30% | 17.49 CHF | 17.50 CHF | 25,000 | 25,000 | 8,811 | 8,811 | 158,057 CHF | 158,363 CHF | 95.88% | 95.88% |
02/05/2024 | 0.14% | 17.90 CHF | 17.92 CHF | 25,000 | 25,000 | 10,992 | 10,992 | 190,627 CHF | 190,840 CHF | 99.46% | 99.46% |