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% | 15.54 CHF | 15.55 CHF | 27,000 | 27,000 | 11,906 | 11,906 | 195,031 CHF | 195,249 CHF | 98.38% | 98.38% |
15/05/2024 | 0.15% | 16.21 CHF | 16.22 CHF | 26,000 | 26,000 | 11,890 | 11,890 | 188,379 CHF | 188,598 CHF | 98.68% | 98.68% |
14/05/2024 | 0.16% | 15.52 CHF | 15.53 CHF | 27,000 | 27,000 | 12,504 | 12,504 | 186,998 CHF | 187,227 CHF | 99.49% | 99.49% |
13/05/2024 | 0.15% | 15.31 CHF | 15.32 CHF | 27,000 | 27,000 | 12,312 | 12,312 | 190,484 CHF | 190,707 CHF | 98.43% | 98.43% |
10/05/2024 | 0.14% | 15.47 CHF | 15.48 CHF | 27,000 | 27,000 | 12,114 | 12,114 | 195,582 CHF | 195,804 CHF | 99.89% | 99.89% |
08/05/2024 | 0.14% | 16.31 CHF | 16.32 CHF | 26,000 | 26,000 | 11,864 | 11,864 | 192,559 CHF | 192,779 CHF | 98.63% | 98.63% |
07/05/2024 | 0.19% | 17.10 CHF | 17.12 CHF | 25,000 | 25,000 | 11,001 | 11,001 | 191,480 CHF | 191,778 CHF | 99.94% | 99.94% |
06/05/2024 | 0.19% | 17.71 CHF | 17.73 CHF | 24,000 | 24,000 | 10,778 | 10,778 | 192,465 CHF | 192,770 CHF | 99.16% | 99.16% |
03/05/2024 | 0.31% | 16.82 CHF | 16.83 CHF | 25,000 | 25,000 | 8,735 | 8,735 | 150,735 CHF | 151,041 CHF | 95.42% | 95.42% |
02/05/2024 | 0.14% | 17.22 CHF | 17.24 CHF | 25,000 | 25,000 | 11,059 | 11,059 | 184,290 CHF | 184,503 CHF | 99.95% | 99.95% |