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% | 8.39 CHF | 8.45 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 82,680 CHF | 83,280 CHF | 99.30% | 99.30% |
15/05/2024 | 0.73% | 7.94 CHF | 7.99 CHF | 10,000 | 10,000 | 10,000 | 9,924 | 79,966 CHF | 79,938 CHF | 98.93% | 98.93% |
14/05/2024 | 0.77% | 7.78 CHF | 7.84 CHF | 10,000 | 10,000 | 9,873 | 9,873 | 73,163 CHF | 73,726 CHF | 99.97% | 99.97% |
13/05/2024 | 0.74% | 7.59 CHF | 7.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 75,904 CHF | 76,469 CHF | 99.76% | 99.76% |
10/05/2024 | 0.69% | 7.57 CHF | 7.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 75,990 CHF | 76,517 CHF | 100.00% | 100.00% |
08/05/2024 | 0.74% | 7.08 CHF | 7.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 71,565 CHF | 72,094 CHF | 100.00% | 100.00% |
07/05/2024 | 0.70% | 7.14 CHF | 7.19 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 70,973 CHF | 71,472 CHF | 98.92% | 98.92% |
06/05/2024 | 0.85% | 6.69 CHF | 6.74 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 66,820 CHF | 67,390 CHF | 100.00% | 100.00% |
03/05/2024 | 0.85% | 6.23 CHF | 6.28 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 124,248 CHF | 125,304 CHF | 98.53% | 98.53% |
02/05/2024 | 0.89% | 5.86 CHF | 5.92 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 120,868 CHF | 121,944 CHF | 99.02% | 99.02% |