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% | 14.85 CHF | 14.86 CHF | 27,000 | 27,000 | 11,900 | 11,900 | 186,805 CHF | 187,023 CHF | 98.47% | 98.47% |
15/05/2024 | 0.16% | 15.52 CHF | 15.53 CHF | 26,000 | 26,000 | 11,867 | 11,867 | 179,890 CHF | 180,109 CHF | 98.20% | 98.20% |
14/05/2024 | 0.17% | 14.83 CHF | 14.84 CHF | 27,000 | 27,000 | 12,504 | 12,504 | 178,433 CHF | 178,662 CHF | 99.47% | 99.47% |
13/05/2024 | 0.16% | 14.63 CHF | 14.64 CHF | 27,000 | 27,000 | 12,311 | 12,311 | 182,060 CHF | 182,283 CHF | 98.43% | 98.43% |
10/05/2024 | 0.15% | 14.78 CHF | 14.79 CHF | 27,000 | 27,000 | 12,102 | 12,102 | 187,114 CHF | 187,336 CHF | 99.99% | 99.99% |
08/05/2024 | 0.15% | 15.63 CHF | 15.64 CHF | 26,000 | 26,000 | 11,857 | 11,857 | 184,306 CHF | 184,527 CHF | 98.77% | 98.77% |
07/05/2024 | 0.20% | 16.42 CHF | 16.44 CHF | 25,000 | 25,000 | 11,002 | 11,002 | 183,951 CHF | 184,250 CHF | 99.94% | 99.94% |
06/05/2024 | 0.20% | 17.03 CHF | 17.05 CHF | 24,000 | 24,000 | 10,778 | 10,778 | 185,112 CHF | 185,416 CHF | 99.16% | 99.16% |
03/05/2024 | 0.32% | 16.14 CHF | 16.15 CHF | 25,000 | 25,000 | 8,805 | 8,805 | 145,999 CHF | 146,305 CHF | 95.86% | 95.86% |
02/05/2024 | 0.15% | 16.53 CHF | 16.55 CHF | 25,000 | 25,000 | 11,037 | 11,037 | 176,324 CHF | 176,537 CHF | 99.45% | 99.45% |