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 | 0.72% | 5.63 CHF | 5.67 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 94,711 CHF | 95,385 CHF | 100.00% | 100.00% |
15/05/2024 | 0.86% | 5.64 CHF | 5.69 CHF | 16,000 | 16,000 | 15,850 | 15,850 | 92,362 CHF | 93,156 CHF | 100.00% | 100.00% |
14/05/2024 | 0.88% | 5.79 CHF | 5.84 CHF | 17,000 | 17,000 | 16,635 | 16,635 | 95,438 CHF | 96,271 CHF | 99.14% | 99.14% |
13/05/2024 | 0.88% | 5.79 CHF | 5.84 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 96,565 CHF | 97,408 CHF | 100.00% | 100.00% |
10/05/2024 | 0.87% | 5.74 CHF | 5.79 CHF | 16,000 | 16,000 | 15,812 | 15,812 | 91,789 CHF | 92,581 CHF | 87.58% | 93.72% |
08/05/2024 | 0.81% | 6.05 CHF | 6.10 CHF | 14,000 | 14,000 | 13,868 | 13,868 | 86,554 CHF | 87,248 CHF | 100.00% | 100.00% |
07/05/2024 | 0.75% | 6.58 CHF | 6.63 CHF | 14,000 | 14,000 | 13,869 | 13,869 | 93,261 CHF | 93,955 CHF | 99.84% | 99.84% |
06/05/2024 | 0.78% | 6.76 CHF | 6.81 CHF | 14,000 | 14,000 | 13,825 | 13,825 | 89,751 CHF | 90,443 CHF | 97.97% | 97.97% |
03/05/2024 | 0.76% | 6.65 CHF | 6.70 CHF | 14,000 | 14,000 | 13,909 | 13,909 | 91,465 CHF | 92,161 CHF | 96.94% | 97.57% |
02/05/2024 | 0.76% | 6.67 CHF | 6.72 CHF | 15,000 | 15,000 | 14,627 | 14,627 | 97,250 CHF | 97,982 CHF | 99.55% | 99.55% |