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% | 14.45 CHF | 14.46 CHF | 27,000 | 27,000 | 12,027 | 12,027 | 183,812 CHF | 184,031 CHF | 88.55% | 88.55% |
15/05/2024 | 0.16% | 15.13 CHF | 15.14 CHF | 26,000 | 26,000 | 11,974 | 11,974 | 176,701 CHF | 176,920 CHF | 91.93% | 91.93% |
14/05/2024 | 0.17% | 14.43 CHF | 14.44 CHF | 27,000 | 27,000 | 12,505 | 12,505 | 173,419 CHF | 173,649 CHF | 90.84% | 90.84% |
13/05/2024 | 0.16% | 14.22 CHF | 14.23 CHF | 27,000 | 27,000 | 12,370 | 12,370 | 177,928 CHF | 178,152 CHF | 93.52% | 93.52% |
10/05/2024 | 0.15% | 14.38 CHF | 14.39 CHF | 27,000 | 27,000 | 12,101 | 12,101 | 182,327 CHF | 182,549 CHF | 99.98% | 99.98% |
08/05/2024 | 0.15% | 15.24 CHF | 15.25 CHF | 26,000 | 26,000 | 11,851 | 11,851 | 179,611 CHF | 179,832 CHF | 96.51% | 96.51% |
07/05/2024 | 0.20% | 16.04 CHF | 16.06 CHF | 25,000 | 25,000 | 11,085 | 11,085 | 181,153 CHF | 181,452 CHF | 97.68% | 97.68% |
06/05/2024 | 0.20% | 16.66 CHF | 16.68 CHF | 24,000 | 24,000 | 10,893 | 10,893 | 183,127 CHF | 183,433 CHF | 96.53% | 96.53% |
03/05/2024 | 0.33% | 15.75 CHF | 15.76 CHF | 25,000 | 25,000 | 8,867 | 8,867 | 143,460 CHF | 143,769 CHF | 88.22% | 88.22% |
02/05/2024 | 0.15% | 16.15 CHF | 16.17 CHF | 25,000 | 25,000 | 11,038 | 11,038 | 172,025 CHF | 172,238 CHF | 99.45% | 99.45% |