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 | 0.56% | 21.11 CHF | 21.23 CHF | 10,000 | 10,000 | 9,978 | 9,978 | 212,045 CHF | 213,243 CHF | 99.18% | 99.18% |
15/05/2024 | 0.56% | 20.54 CHF | 20.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 296,534 CHF | 298,184 CHF | 100.00% | 100.00% |
14/05/2024 | 0.59% | 19.05 CHF | 19.16 CHF | 15,000 | 15,000 | 14,965 | 14,965 | 277,948 CHF | 279,595 CHF | 100.00% | 100.00% |
13/05/2024 | 0.59% | 18.58 CHF | 18.69 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 278,821 CHF | 280,471 CHF | 100.00% | 100.00% |
10/05/2024 | 0.55% | 18.39 CHF | 18.49 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 272,854 CHF | 274,354 CHF | 100.00% | 100.00% |
08/05/2024 | 0.54% | 16.63 CHF | 16.72 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 247,281 CHF | 248,631 CHF | 100.00% | 100.00% |
07/05/2024 | 0.52% | 15.89 CHF | 15.97 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 306,040 CHF | 307,640 CHF | 100.00% | 100.00% |
06/05/2024 | 0.57% | 13.95 CHF | 14.03 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 282,184 CHF | 283,784 CHF | 100.00% | 100.00% |
03/05/2024 | 0.60% | 13.42 CHF | 13.50 CHF | 20,000 | 20,000 | 19,955 | 19,955 | 267,154 CHF | 268,751 CHF | 100.00% | 100.00% |
02/05/2024 | 0.61% | 12.80 CHF | 12.88 CHF | 20,000 | 20,000 | 19,909 | 19,909 | 263,527 CHF | 265,121 CHF | 100.00% | 100.00% |