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% | 16.29 CHF | 16.30 CHF | 27,000 | 27,000 | 12,079 | 12,079 | 206,786 CHF | 207,005 CHF | 88.98% | 88.98% |
15/05/2024 | 0.15% | 16.97 CHF | 16.98 CHF | 26,000 | 26,000 | 11,825 | 11,825 | 196,139 CHF | 196,358 CHF | 92.79% | 92.79% |
14/05/2024 | 0.15% | 16.27 CHF | 16.28 CHF | 27,000 | 27,000 | 12,530 | 12,530 | 196,854 CHF | 197,083 CHF | 90.19% | 90.19% |
13/05/2024 | 0.14% | 16.06 CHF | 16.07 CHF | 27,000 | 27,000 | 12,405 | 12,405 | 201,271 CHF | 201,495 CHF | 94.96% | 94.96% |
10/05/2024 | 0.14% | 16.22 CHF | 16.23 CHF | 27,000 | 27,000 | 12,102 | 12,102 | 204,613 CHF | 204,835 CHF | 99.99% | 99.99% |
08/05/2024 | 0.14% | 17.08 CHF | 17.09 CHF | 26,000 | 26,000 | 11,832 | 11,832 | 201,116 CHF | 201,337 CHF | 96.49% | 96.49% |
07/05/2024 | 0.18% | 17.87 CHF | 17.89 CHF | 25,000 | 25,000 | 11,085 | 11,085 | 201,542 CHF | 201,841 CHF | 97.68% | 97.68% |
06/05/2024 | 0.18% | 18.49 CHF | 18.51 CHF | 24,000 | 24,000 | 10,866 | 10,866 | 202,578 CHF | 202,883 CHF | 97.28% | 97.28% |
03/05/2024 | 0.30% | 17.59 CHF | 17.60 CHF | 25,000 | 25,000 | 9,029 | 9,029 | 162,772 CHF | 163,083 CHF | 89.06% | 89.06% |
02/05/2024 | 0.14% | 18.00 CHF | 18.02 CHF | 25,000 | 25,000 | 11,023 | 11,023 | 192,182 CHF | 192,395 CHF | 99.44% | 99.44% |