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 | 0.15% | 14.75 CHF | 14.76 CHF | 27,000 | 27,000 | 11,906 | 11,906 | 185,716 CHF | 185,934 CHF | 98.40% | 98.40% |
15/05/2024 | 0.16% | 15.42 CHF | 15.43 CHF | 26,000 | 26,000 | 11,890 | 11,890 | 179,078 CHF | 179,296 CHF | 98.68% | 98.68% |
14/05/2024 | 0.17% | 14.73 CHF | 14.74 CHF | 27,000 | 27,000 | 12,504 | 12,504 | 177,199 CHF | 177,428 CHF | 99.47% | 99.47% |
13/05/2024 | 0.16% | 14.53 CHF | 14.54 CHF | 27,000 | 27,000 | 12,311 | 12,311 | 180,833 CHF | 181,057 CHF | 98.43% | 98.43% |
10/05/2024 | 0.15% | 14.68 CHF | 14.69 CHF | 27,000 | 27,000 | 12,100 | 12,100 | 185,885 CHF | 186,107 CHF | 99.89% | 99.89% |
08/05/2024 | 0.15% | 15.53 CHF | 15.54 CHF | 26,000 | 26,000 | 11,857 | 11,857 | 183,137 CHF | 183,357 CHF | 98.76% | 98.76% |
07/05/2024 | 0.20% | 16.32 CHF | 16.34 CHF | 25,000 | 25,000 | 11,002 | 11,002 | 182,865 CHF | 183,164 CHF | 99.94% | 99.94% |
06/05/2024 | 0.20% | 16.93 CHF | 16.95 CHF | 24,000 | 24,000 | 10,778 | 10,778 | 184,047 CHF | 184,351 CHF | 99.16% | 99.16% |
03/05/2024 | 0.32% | 16.04 CHF | 16.05 CHF | 25,000 | 25,000 | 8,815 | 8,815 | 145,301 CHF | 145,608 CHF | 95.78% | 95.78% |
02/05/2024 | 0.15% | 16.43 CHF | 16.45 CHF | 25,000 | 25,000 | 11,036 | 11,036 | 175,209 CHF | 175,422 CHF | 99.44% | 99.44% |