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 | 0.79% | 8.83 CHF | 8.85 CHF | 15,700 | 15,700 | 8,761 | 8,761 | 72,831 CHF | 73,307 CHF | 99.58% | 99.58% |
15/05/2024 | 0.78% | 7.84 CHF | 7.86 CHF | 17,100 | 17,100 | 9,389 | 9,389 | 71,446 CHF | 71,909 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 7.28 CHF | 7.30 CHF | 17,800 | 17,800 | 9,972 | 9,972 | 70,384 CHF | 70,866 CHF | 98.70% | 98.70% |
13/05/2024 | 0.95% | 6.13 CHF | 6.15 CHF | 18,800 | 18,800 | 10,076 | 10,076 | 59,716 CHF | 60,196 CHF | 99.98% | 99.98% |
10/05/2024 | 0.80% | 6.77 CHF | 6.79 CHF | 17,500 | 17,500 | 9,608 | 9,608 | 67,002 CHF | 67,463 CHF | 99.99% | 99.99% |
08/05/2024 | 0.86% | 7.44 CHF | 7.46 CHF | 16,200 | 16,200 | 8,882 | 8,882 | 66,422 CHF | 66,907 CHF | 99.12% | 99.12% |
07/05/2024 | 0.82% | 7.81 CHF | 7.83 CHF | 18,200 | 18,200 | 10,151 | 10,151 | 72,965 CHF | 73,454 CHF | 99.76% | 99.76% |
06/05/2024 | 0.86% | 6.57 CHF | 6.59 CHF | 19,100 | 19,100 | 10,641 | 10,641 | 70,227 CHF | 70,738 CHF | 99.68% | 99.68% |
03/05/2024 | 0.86% | 5.87 CHF | 5.89 CHF | 19,800 | 19,800 | 10,828 | 10,828 | 69,401 CHF | 69,919 CHF | 99.47% | 99.47% |
02/05/2024 | 0.80% | 6.17 CHF | 6.19 CHF | 22,100 | 22,100 | 12,027 | 12,027 | 73,677 CHF | 74,181 CHF | 99.95% | 99.95% |