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% | 15.69 CHF | 15.70 CHF | 27,000 | 27,000 | 11,975 | 11,975 | 197,873 CHF | 198,091 CHF | 87.63% | 87.63% |
15/05/2024 | 0.15% | 16.37 CHF | 16.38 CHF | 26,000 | 26,000 | 11,891 | 11,891 | 190,248 CHF | 190,466 CHF | 92.77% | 92.77% |
14/05/2024 | 0.16% | 15.68 CHF | 15.69 CHF | 27,000 | 27,000 | 12,590 | 12,590 | 190,353 CHF | 190,582 CHF | 90.34% | 90.34% |
13/05/2024 | 0.15% | 15.47 CHF | 15.48 CHF | 27,000 | 27,000 | 12,376 | 12,376 | 193,408 CHF | 193,632 CHF | 94.28% | 94.28% |
10/05/2024 | 0.14% | 15.62 CHF | 15.63 CHF | 27,000 | 27,000 | 12,113 | 12,113 | 197,566 CHF | 197,788 CHF | 99.89% | 99.89% |
08/05/2024 | 0.14% | 16.48 CHF | 16.49 CHF | 26,000 | 26,000 | 11,721 | 11,721 | 192,264 CHF | 192,484 CHF | 95.80% | 95.80% |
07/05/2024 | 0.19% | 17.28 CHF | 17.30 CHF | 25,000 | 25,000 | 11,085 | 11,085 | 194,929 CHF | 195,229 CHF | 97.68% | 97.68% |
06/05/2024 | 0.19% | 17.90 CHF | 17.92 CHF | 24,000 | 24,000 | 10,893 | 10,893 | 196,630 CHF | 196,936 CHF | 96.53% | 96.53% |
03/05/2024 | 0.31% | 16.99 CHF | 17.00 CHF | 25,000 | 25,000 | 8,879 | 8,879 | 154,673 CHF | 154,984 CHF | 86.09% | 86.09% |
02/05/2024 | 0.14% | 17.40 CHF | 17.42 CHF | 25,000 | 25,000 | 10,986 | 10,986 | 184,945 CHF | 185,158 CHF | 99.43% | 99.43% |