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% | 14.89 CHF | 14.90 CHF | 27,000 | 27,000 | 11,987 | 11,987 | 188,506 CHF | 188,725 CHF | 87.76% | 87.76% |
15/05/2024 | 0.16% | 15.57 CHF | 15.58 CHF | 26,000 | 26,000 | 11,822 | 11,822 | 179,461 CHF | 179,679 CHF | 91.18% | 91.18% |
14/05/2024 | 0.17% | 14.87 CHF | 14.88 CHF | 27,000 | 27,000 | 12,484 | 12,484 | 178,594 CHF | 178,823 CHF | 90.13% | 90.13% |
13/05/2024 | 0.16% | 14.66 CHF | 14.67 CHF | 27,000 | 27,000 | 12,241 | 12,241 | 181,480 CHF | 181,704 CHF | 94.08% | 94.08% |
10/05/2024 | 0.15% | 14.81 CHF | 14.82 CHF | 27,000 | 27,000 | 12,114 | 12,114 | 187,795 CHF | 188,017 CHF | 99.89% | 99.89% |
08/05/2024 | 0.15% | 15.67 CHF | 15.68 CHF | 26,000 | 26,000 | 11,731 | 11,731 | 182,960 CHF | 183,180 CHF | 94.92% | 94.92% |
07/05/2024 | 0.19% | 16.47 CHF | 16.49 CHF | 25,000 | 25,000 | 11,085 | 11,085 | 185,987 CHF | 186,287 CHF | 97.68% | 97.68% |
06/05/2024 | 0.20% | 17.09 CHF | 17.11 CHF | 24,000 | 24,000 | 10,836 | 10,836 | 186,854 CHF | 187,159 CHF | 97.87% | 97.87% |
03/05/2024 | 0.32% | 16.19 CHF | 16.20 CHF | 25,000 | 25,000 | 8,972 | 8,972 | 149,139 CHF | 149,450 CHF | 88.29% | 88.29% |
02/05/2024 | 0.15% | 16.59 CHF | 16.61 CHF | 25,000 | 25,000 | 10,991 | 10,991 | 176,139 CHF | 176,351 CHF | 99.95% | 99.95% |