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 | 0.28% | 16.26 CHF | 16.31 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 49,416 CHF | 49,552 CHF | 99.57% | 99.57% |
15/05/2024 | 0.23% | 16.11 CHF | 16.15 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 48,201 CHF | 48,312 CHF | 99.52% | 99.52% |
14/05/2024 | 0.25% | 15.10 CHF | 15.14 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 45,588 CHF | 45,700 CHF | 99.50% | 99.55% |
13/05/2024 | 0.24% | 15.98 CHF | 16.02 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 51,277 CHF | 51,400 CHF | 99.08% | 99.08% |
10/05/2024 | 0.23% | 17.59 CHF | 17.64 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 53,794 CHF | 53,919 CHF | 99.52% | 99.52% |
08/05/2024 | 0.23% | 17.47 CHF | 17.51 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 52,935 CHF | 53,058 CHF | 99.50% | 99.50% |
07/05/2024 | 0.23% | 17.71 CHF | 17.74 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 51,408 CHF | 51,525 CHF | 99.59% | 99.59% |
06/05/2024 | 0.24% | 16.60 CHF | 16.64 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 50,169 CHF | 50,288 CHF | 99.56% | 99.56% |
03/05/2024 | 0.23% | 16.73 CHF | 16.77 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 50,365 CHF | 50,479 CHF | 99.52% | 99.52% |
02/05/2024 | 0.23% | 16.08 CHF | 16.11 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 47,828 CHF | 47,940 CHF | 99.43% | 99.43% |