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% | 14.56 CHF | 14.57 CHF | 27,000 | 27,000 | 11,906 | 11,906 | 183,464 CHF | 183,682 CHF | 98.38% | 98.38% |
15/05/2024 | 0.16% | 15.23 CHF | 15.24 CHF | 26,000 | 26,000 | 11,891 | 11,891 | 176,836 CHF | 177,055 CHF | 98.69% | 98.69% |
14/05/2024 | 0.17% | 14.54 CHF | 14.55 CHF | 27,000 | 27,000 | 12,504 | 12,504 | 174,809 CHF | 175,038 CHF | 99.48% | 99.48% |
13/05/2024 | 0.16% | 14.34 CHF | 14.35 CHF | 27,000 | 27,000 | 12,311 | 12,311 | 178,490 CHF | 178,714 CHF | 98.43% | 98.43% |
10/05/2024 | 0.15% | 14.49 CHF | 14.50 CHF | 27,000 | 27,000 | 12,102 | 12,102 | 183,612 CHF | 183,834 CHF | 99.99% | 99.99% |
08/05/2024 | 0.15% | 15.34 CHF | 15.35 CHF | 26,000 | 26,000 | 11,858 | 11,858 | 180,877 CHF | 181,097 CHF | 98.76% | 98.76% |
07/05/2024 | 0.20% | 16.13 CHF | 16.15 CHF | 25,000 | 25,000 | 11,001 | 11,001 | 180,764 CHF | 181,062 CHF | 99.94% | 99.94% |
06/05/2024 | 0.20% | 16.74 CHF | 16.76 CHF | 24,000 | 24,000 | 10,778 | 10,778 | 181,999 CHF | 182,303 CHF | 99.16% | 99.16% |
03/05/2024 | 0.33% | 15.85 CHF | 15.86 CHF | 25,000 | 25,000 | 8,813 | 8,813 | 143,587 CHF | 143,894 CHF | 95.77% | 95.77% |
02/05/2024 | 0.15% | 16.24 CHF | 16.26 CHF | 25,000 | 25,000 | 11,060 | 11,060 | 173,490 CHF | 173,703 CHF | 99.96% | 99.96% |