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% | 14.65 CHF | 14.66 CHF | 27,000 | 27,000 | 11,965 | 11,965 | 185,303 CHF | 185,521 CHF | 88.04% | 88.04% |
15/05/2024 | 0.16% | 15.33 CHF | 15.34 CHF | 26,000 | 26,000 | 11,901 | 11,901 | 177,897 CHF | 178,116 CHF | 91.25% | 91.25% |
14/05/2024 | 0.17% | 14.63 CHF | 14.64 CHF | 27,000 | 27,000 | 12,634 | 12,634 | 177,785 CHF | 178,014 CHF | 89.89% | 89.89% |
13/05/2024 | 0.16% | 14.42 CHF | 14.43 CHF | 27,000 | 27,000 | 12,228 | 12,228 | 178,350 CHF | 178,574 CHF | 95.26% | 95.26% |
10/05/2024 | 0.15% | 14.57 CHF | 14.58 CHF | 27,000 | 27,000 | 12,114 | 12,114 | 184,883 CHF | 185,105 CHF | 99.89% | 99.89% |
08/05/2024 | 0.15% | 15.43 CHF | 15.44 CHF | 26,000 | 26,000 | 11,715 | 11,715 | 179,867 CHF | 180,087 CHF | 95.88% | 95.88% |
07/05/2024 | 0.20% | 16.23 CHF | 16.25 CHF | 25,000 | 25,000 | 11,085 | 11,085 | 183,319 CHF | 183,619 CHF | 97.68% | 97.68% |
06/05/2024 | 0.20% | 16.85 CHF | 16.87 CHF | 24,000 | 24,000 | 10,840 | 10,840 | 184,358 CHF | 184,663 CHF | 97.35% | 97.35% |
03/05/2024 | 0.33% | 15.95 CHF | 15.96 CHF | 25,000 | 25,000 | 8,997 | 8,997 | 147,377 CHF | 147,688 CHF | 87.54% | 87.54% |
02/05/2024 | 0.15% | 16.35 CHF | 16.37 CHF | 25,000 | 25,000 | 11,037 | 11,037 | 174,199 CHF | 174,412 CHF | 99.45% | 99.45% |