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% | 16.39 CHF | 16.40 CHF | 27,000 | 27,000 | 11,933 | 11,933 | 205,514 CHF | 205,733 CHF | 88.05% | 88.05% |
15/05/2024 | 0.15% | 17.07 CHF | 17.08 CHF | 26,000 | 26,000 | 11,898 | 11,898 | 198,657 CHF | 198,876 CHF | 92.57% | 92.57% |
14/05/2024 | 0.15% | 16.38 CHF | 16.39 CHF | 27,000 | 27,000 | 12,611 | 12,611 | 199,494 CHF | 199,724 CHF | 90.34% | 90.34% |
13/05/2024 | 0.14% | 16.17 CHF | 16.18 CHF | 27,000 | 27,000 | 12,287 | 12,287 | 200,641 CHF | 200,865 CHF | 95.88% | 95.88% |
10/05/2024 | 0.14% | 16.32 CHF | 16.33 CHF | 27,000 | 27,000 | 12,114 | 12,114 | 206,055 CHF | 206,277 CHF | 99.89% | 99.89% |
08/05/2024 | 0.14% | 17.18 CHF | 17.19 CHF | 26,000 | 26,000 | 11,770 | 11,770 | 201,296 CHF | 201,516 CHF | 95.67% | 95.67% |
07/05/2024 | 0.18% | 17.98 CHF | 18.00 CHF | 25,000 | 25,000 | 11,085 | 11,085 | 202,677 CHF | 202,977 CHF | 97.68% | 97.68% |
06/05/2024 | 0.18% | 18.60 CHF | 18.62 CHF | 24,000 | 24,000 | 10,870 | 10,870 | 203,805 CHF | 204,110 CHF | 96.76% | 96.76% |
03/05/2024 | 0.30% | 17.69 CHF | 17.70 CHF | 25,000 | 25,000 | 8,918 | 8,918 | 161,593 CHF | 161,903 CHF | 87.93% | 87.93% |
02/05/2024 | 0.14% | 18.10 CHF | 18.12 CHF | 25,000 | 25,000 | 11,038 | 11,038 | 193,567 CHF | 193,780 CHF | 99.45% | 99.45% |