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% | 15.14 CHF | 15.15 CHF | 27,000 | 27,000 | 11,902 | 11,902 | 190,259 CHF | 190,477 CHF | 98.47% | 98.47% |
15/05/2024 | 0.16% | 15.81 CHF | 15.82 CHF | 26,000 | 26,000 | 11,867 | 11,867 | 183,304 CHF | 183,523 CHF | 98.31% | 98.31% |
14/05/2024 | 0.16% | 15.12 CHF | 15.13 CHF | 27,000 | 27,000 | 12,504 | 12,504 | 182,049 CHF | 182,278 CHF | 99.47% | 99.47% |
13/05/2024 | 0.15% | 14.92 CHF | 14.93 CHF | 27,000 | 27,000 | 12,311 | 12,311 | 185,606 CHF | 185,830 CHF | 98.43% | 98.43% |
10/05/2024 | 0.15% | 15.07 CHF | 15.08 CHF | 27,000 | 27,000 | 12,102 | 12,102 | 190,598 CHF | 190,820 CHF | 99.99% | 99.99% |
08/05/2024 | 0.15% | 15.92 CHF | 15.93 CHF | 26,000 | 26,000 | 11,857 | 11,857 | 187,726 CHF | 187,947 CHF | 98.77% | 98.77% |
07/05/2024 | 0.19% | 16.70 CHF | 16.72 CHF | 25,000 | 25,000 | 11,002 | 11,002 | 187,134 CHF | 187,433 CHF | 99.94% | 99.94% |
06/05/2024 | 0.19% | 17.32 CHF | 17.34 CHF | 24,000 | 24,000 | 10,778 | 10,778 | 188,209 CHF | 188,513 CHF | 99.16% | 99.16% |
03/05/2024 | 0.31% | 16.42 CHF | 16.43 CHF | 25,000 | 25,000 | 8,818 | 8,818 | 148,752 CHF | 149,058 CHF | 95.55% | 95.55% |
02/05/2024 | 0.15% | 16.82 CHF | 16.84 CHF | 25,000 | 25,000 | 10,992 | 10,992 | 178,774 CHF | 178,987 CHF | 99.46% | 99.46% |