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 | 2.25% | 17.25 CHF | 17.66 CHF | 1,000 | 1,000 | 987 | 987 | 17,440 CHF | 17,836 CHF | 100.00% | 100.00% |
15/05/2024 | 1.67% | 18.83 CHF | 19.24 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 18,544 CHF | 18,857 CHF | 100.00% | 100.00% |
14/05/2024 | 1.49% | 19.30 CHF | 19.59 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 19,348 CHF | 19,637 CHF | 100.00% | 100.00% |
13/05/2024 | 1.57% | 18.02 CHF | 18.29 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 17,321 CHF | 17,595 CHF | 100.00% | 100.00% |
10/05/2024 | 1.56% | 16.80 CHF | 17.06 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 16,485 CHF | 16,745 CHF | 100.00% | 100.00% |
08/05/2024 | 1.71% | 16.10 CHF | 16.40 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 17,196 CHF | 17,492 CHF | 100.00% | 100.00% |
07/05/2024 | 1.54% | 18.33 CHF | 18.60 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 17,761 CHF | 18,037 CHF | 100.00% | 100.00% |
06/05/2024 | 1.58% | 16.91 CHF | 17.19 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 17,556 CHF | 17,835 CHF | 100.00% | 100.00% |
03/05/2024 | 1.56% | 17.46 CHF | 17.75 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 18,442 CHF | 18,732 CHF | 100.00% | 100.00% |
02/05/2024 | 1.52% | 18.60 CHF | 18.89 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 19,057 CHF | 19,348 CHF | 100.00% | 100.00% |