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% | 15.39 CHF | 15.40 CHF | 27,000 | 27,000 | 12,129 | 12,129 | 196,681 CHF | 196,900 CHF | 88.55% | 88.55% |
15/05/2024 | 0.16% | 16.06 CHF | 16.07 CHF | 26,000 | 26,000 | 11,876 | 11,876 | 186,321 CHF | 186,540 CHF | 92.82% | 92.82% |
14/05/2024 | 0.16% | 15.37 CHF | 15.38 CHF | 27,000 | 27,000 | 12,596 | 12,596 | 186,543 CHF | 186,772 CHF | 90.71% | 90.71% |
13/05/2024 | 0.15% | 15.16 CHF | 15.17 CHF | 27,000 | 27,000 | 12,207 | 12,207 | 187,060 CHF | 187,284 CHF | 95.34% | 95.34% |
10/05/2024 | 0.14% | 15.31 CHF | 15.32 CHF | 27,000 | 27,000 | 12,100 | 12,100 | 193,624 CHF | 193,846 CHF | 99.89% | 99.89% |
08/05/2024 | 0.15% | 16.17 CHF | 16.18 CHF | 26,000 | 26,000 | 11,758 | 11,758 | 189,210 CHF | 189,430 CHF | 96.06% | 96.06% |
07/05/2024 | 0.19% | 16.97 CHF | 16.99 CHF | 25,000 | 25,000 | 11,085 | 11,085 | 191,502 CHF | 191,802 CHF | 97.68% | 97.68% |
06/05/2024 | 0.19% | 17.59 CHF | 17.61 CHF | 24,000 | 24,000 | 10,859 | 10,859 | 192,650 CHF | 192,955 CHF | 97.65% | 97.65% |
03/05/2024 | 0.31% | 16.69 CHF | 16.70 CHF | 25,000 | 25,000 | 9,031 | 9,031 | 154,664 CHF | 154,975 CHF | 89.23% | 89.23% |
02/05/2024 | 0.14% | 17.09 CHF | 17.11 CHF | 25,000 | 25,000 | 11,035 | 11,035 | 182,354 CHF | 182,567 CHF | 99.43% | 99.43% |