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% | 14.96 CHF | 14.97 CHF | 27,000 | 27,000 | 11,904 | 11,904 | 188,089 CHF | 188,307 CHF | 98.29% | 98.29% |
15/05/2024 | 0.16% | 15.63 CHF | 15.64 CHF | 26,000 | 26,000 | 11,896 | 11,896 | 181,576 CHF | 181,795 CHF | 98.57% | 98.57% |
14/05/2024 | 0.16% | 14.94 CHF | 14.95 CHF | 27,000 | 27,000 | 12,505 | 12,505 | 179,757 CHF | 179,986 CHF | 99.26% | 99.26% |
13/05/2024 | 0.16% | 14.73 CHF | 14.74 CHF | 27,000 | 27,000 | 12,311 | 12,311 | 183,330 CHF | 183,554 CHF | 98.43% | 98.43% |
10/05/2024 | 0.15% | 14.89 CHF | 14.90 CHF | 27,000 | 27,000 | 12,100 | 12,100 | 188,326 CHF | 188,547 CHF | 99.89% | 99.89% |
08/05/2024 | 0.15% | 15.73 CHF | 15.74 CHF | 26,000 | 26,000 | 11,879 | 11,879 | 185,874 CHF | 186,094 CHF | 98.76% | 98.76% |
07/05/2024 | 0.19% | 16.52 CHF | 16.54 CHF | 25,000 | 25,000 | 11,002 | 11,002 | 185,108 CHF | 185,406 CHF | 99.94% | 99.94% |
06/05/2024 | 0.20% | 17.13 CHF | 17.15 CHF | 24,000 | 24,000 | 10,778 | 10,778 | 186,228 CHF | 186,532 CHF | 99.16% | 99.16% |
03/05/2024 | 0.32% | 16.24 CHF | 16.25 CHF | 25,000 | 25,000 | 8,812 | 8,812 | 147,036 CHF | 147,343 CHF | 95.76% | 95.76% |
02/05/2024 | 0.15% | 16.64 CHF | 16.66 CHF | 25,000 | 25,000 | 11,056 | 11,056 | 177,804 CHF | 178,016 CHF | 99.95% | 99.95% |