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 | 15.01% | 17.53 CHF | 20.62 CHF | 4,459 | 200 | 4,385 | 200 | 83,548 CHF | 4,430 CHF | 99.02% | 99.02% |
15/05/2024 | 13.79% | 18.74 CHF | 21.44 CHF | 4,916 | 250 | 4,950 | 250 | 90,227 CHF | 5,233 CHF | 93.71% | 93.71% |
14/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/05/2024 | 16.10% | 11.86 CHF | 13.84 CHF | 6,907 | 250 | 6,955 | 250 | 78,913 CHF | 3,333 CHF | 100.00% | 100.00% |
10/05/2024 | 12.05% | 12.25 CHF | 13.87 CHF | 8,067 | 500 | 8,006 | 500 | 101,335 CHF | 7,142 CHF | 100.00% | 100.00% |
08/05/2024 | 16.61% | 10.18 CHF | 12.01 CHF | 7,594 | 250 | 7,600 | 250 | 76,875 CHF | 2,987 CHF | 98.83% | 98.83% |
07/05/2024 | 14.19% | 11.47 CHF | 13.17 CHF | 7,868 | 500 | 7,917 | 500 | 88,195 CHF | 6,422 CHF | 97.06% | 97.06% |
06/05/2024 | 14.74% | 10.31 CHF | 11.93 CHF | 8,329 | 500 | 8,338 | 500 | 85,182 CHF | 5,921 CHF | 100.00% | 100.00% |
03/05/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02/05/2024 | 13.18% | 7.92 CHF | 9.09 CHF | 10,000 | 500 | 10,000 | 500 | 83,288 CHF | 4,751 CHF | 84.49% | 84.49% |