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% | 15.29 CHF | 15.30 CHF | 27,000 | 27,000 | 11,958 | 11,958 | 192,861 CHF | 193,080 CHF | 88.59% | 88.59% |
15/05/2024 | 0.16% | 15.97 CHF | 15.98 CHF | 26,000 | 26,000 | 11,799 | 11,799 | 183,830 CHF | 184,049 CHF | 90.91% | 90.91% |
14/05/2024 | 0.16% | 15.27 CHF | 15.28 CHF | 27,000 | 27,000 | 12,496 | 12,496 | 183,792 CHF | 184,021 CHF | 90.15% | 90.15% |
13/05/2024 | 0.15% | 15.06 CHF | 15.07 CHF | 27,000 | 27,000 | 12,254 | 12,254 | 186,559 CHF | 186,782 CHF | 93.98% | 93.98% |
10/05/2024 | 0.14% | 15.21 CHF | 15.22 CHF | 27,000 | 27,000 | 12,113 | 12,113 | 192,632 CHF | 192,854 CHF | 99.89% | 99.89% |
08/05/2024 | 0.15% | 16.07 CHF | 16.08 CHF | 26,000 | 26,000 | 11,808 | 11,808 | 188,828 CHF | 189,048 CHF | 95.42% | 95.42% |
07/05/2024 | 0.19% | 16.87 CHF | 16.89 CHF | 25,000 | 25,000 | 11,047 | 11,047 | 189,796 CHF | 190,095 CHF | 97.41% | 97.41% |
06/05/2024 | 0.19% | 17.49 CHF | 17.51 CHF | 24,000 | 24,000 | 10,864 | 10,864 | 191,658 CHF | 191,964 CHF | 97.54% | 97.54% |
03/05/2024 | 0.31% | 16.59 CHF | 16.60 CHF | 25,000 | 25,000 | 9,042 | 9,042 | 153,990 CHF | 154,302 CHF | 88.84% | 88.84% |
02/05/2024 | 0.14% | 16.99 CHF | 17.01 CHF | 25,000 | 25,000 | 11,054 | 11,054 | 181,591 CHF | 181,804 CHF | 99.98% | 99.98% |