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 | 0.75% | 13.04 CHF | 13.15 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 136,629 CHF | 103,247 CHF | 88.56% | 88.56% |
15/05/2024 | 0.74% | 13.87 CHF | 13.97 CHF | 10,000 | 7,500 | 10,000 | 7,420 | 132,460 CHF | 98,992 CHF | 92.57% | 92.57% |
14/05/2024 | 0.93% | 12.93 CHF | 13.05 CHF | 3,750 | 3,750 | 3,750 | 3,750 | 46,843 CHF | 47,279 CHF | 99.74% | 99.74% |
13/05/2024 | 0.94% | 12.83 CHF | 12.95 CHF | 3,750 | 3,750 | 3,750 | 3,750 | 49,204 CHF | 49,668 CHF | 100.00% | 100.00% |
10/05/2024 | 0.77% | 13.27 CHF | 13.38 CHF | 3,750 | 3,750 | 6,224 | 5,234 | 82,009 CHF | 69,499 CHF | 83.72% | 83.72% |
08/05/2024 | 0.72% | 11.94 CHF | 12.03 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 120,731 CHF | 91,204 CHF | 99.64% | 99.64% |
07/05/2024 | 0.75% | 11.67 CHF | 11.75 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 114,631 CHF | 86,623 CHF | 97.06% | 97.06% |
06/05/2024 | 0.72% | 11.51 CHF | 11.59 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 112,522 CHF | 85,003 CHF | 100.00% | 100.00% |
03/05/2024 | 0.73% | 10.94 CHF | 11.02 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 107,082 CHF | 80,903 CHF | 97.85% | 97.85% |
02/05/2024 | 0.74% | 10.45 CHF | 10.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 103,654 CHF | 104,420 CHF | 99.34% | 99.34% |