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% | 14.99 CHF | 15.00 CHF | 27,000 | 27,000 | 12,169 | 12,169 | 192,485 CHF | 192,704 CHF | 87.64% | 87.64% |
15/05/2024 | 0.16% | 15.67 CHF | 15.68 CHF | 26,000 | 26,000 | 11,825 | 11,825 | 180,799 CHF | 181,017 CHF | 92.27% | 92.27% |
14/05/2024 | 0.16% | 14.97 CHF | 14.98 CHF | 27,000 | 27,000 | 12,518 | 12,518 | 180,355 CHF | 180,584 CHF | 91.52% | 91.52% |
13/05/2024 | 0.16% | 14.76 CHF | 14.77 CHF | 27,000 | 27,000 | 12,357 | 12,357 | 184,416 CHF | 184,640 CHF | 93.19% | 93.19% |
10/05/2024 | 0.15% | 14.92 CHF | 14.93 CHF | 27,000 | 27,000 | 12,101 | 12,101 | 188,856 CHF | 189,078 CHF | 99.98% | 99.98% |
08/05/2024 | 0.15% | 15.78 CHF | 15.79 CHF | 26,000 | 26,000 | 11,821 | 11,821 | 185,551 CHF | 185,771 CHF | 96.30% | 96.30% |
07/05/2024 | 0.19% | 16.57 CHF | 16.59 CHF | 25,000 | 25,000 | 11,085 | 11,085 | 187,120 CHF | 187,420 CHF | 97.68% | 97.68% |
06/05/2024 | 0.19% | 17.20 CHF | 17.22 CHF | 24,000 | 24,000 | 10,893 | 10,893 | 188,985 CHF | 189,291 CHF | 96.53% | 96.53% |
03/05/2024 | 0.32% | 16.29 CHF | 16.30 CHF | 25,000 | 25,000 | 8,916 | 8,916 | 149,079 CHF | 149,389 CHF | 87.94% | 87.94% |
02/05/2024 | 0.15% | 16.69 CHF | 16.71 CHF | 25,000 | 25,000 | 11,037 | 11,037 | 177,993 CHF | 178,206 CHF | 99.45% | 99.45% |