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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.13% | 4.41 CHF | 4.46 CHF | 21,000 | 21,000 | 20,801 | 20,801 | 92,246 CHF | 93,287 CHF | 100.00% | 100.00% |
16/05/2024 | 1.34% | 4.55 CHF | 4.61 CHF | 17,000 | 17,000 | 16,810 | 16,810 | 75,661 CHF | 76,671 CHF | 96.99% | 96.99% |
15/05/2024 | 1.08% | 5.50 CHF | 5.56 CHF | 16,000 | 16,000 | 15,850 | 15,850 | 88,849 CHF | 89,801 CHF | 99.97% | 99.97% |
14/05/2024 | 0.99% | 5.95 CHF | 6.01 CHF | 18,000 | 18,000 | 17,852 | 17,852 | 108,247 CHF | 109,319 CHF | 99.10% | 99.10% |
13/05/2024 | 1.06% | 5.52 CHF | 5.58 CHF | 16,000 | 16,000 | 15,850 | 15,850 | 89,862 CHF | 90,814 CHF | 99.98% | 99.98% |
10/05/2024 | 1.05% | 5.84 CHF | 5.90 CHF | 15,000 | 15,000 | 14,849 | 14,849 | 85,443 CHF | 86,335 CHF | 99.73% | 99.73% |
08/05/2024 | 0.96% | 6.30 CHF | 6.36 CHF | 15,000 | 15,000 | 14,859 | 14,859 | 93,514 CHF | 94,407 CHF | 99.78% | 99.78% |
07/05/2024 | 1.07% | 6.34 CHF | 6.41 CHF | 14,000 | 14,000 | 13,869 | 13,869 | 91,053 CHF | 92,025 CHF | 100.00% | 100.00% |
06/05/2024 | 1.03% | 6.75 CHF | 6.82 CHF | 13,000 | 13,000 | 12,834 | 12,834 | 87,796 CHF | 88,695 CHF | 95.31% | 98.84% |
03/05/2024 | 1.10% | 7.05 CHF | 7.13 CHF | 12,000 | 12,000 | 11,879 | 11,879 | 86,734 CHF | 87,685 CHF | 97.77% | 97.77% |