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 | 1.01% | 14.75 CHF | 14.90 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 88,623 CHF | 89,516 CHF | 100.00% | 100.00% |
15/05/2024 | 1.00% | 15.40 CHF | 15.55 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 89,879 CHF | 90,771 CHF | 100.00% | 100.00% |
14/05/2024 | 1.07% | 14.55 CHF | 14.70 CHF | 6,000 | 6,000 | 6,867 | 6,867 | 96,381 CHF | 97,412 CHF | 99.04% | 99.04% |
13/05/2024 | 1.07% | 14.00 CHF | 14.15 CHF | 7,000 | 7,000 | 6,689 | 6,689 | 94,499 CHF | 95,504 CHF | 100.00% | 100.00% |
10/05/2024 | 0.78% | 13.45 CHF | 13.55 CHF | 7,000 | 7,000 | 7,141 | 7,141 | 91,986 CHF | 92,701 CHF | 99.77% | 99.77% |
08/05/2024 | 1.21% | 12.20 CHF | 12.35 CHF | 8,000 | 8,000 | 7,397 | 7,397 | 92,071 CHF | 93,182 CHF | 92.52% | 92.52% |
07/05/2024 | 0.72% | 13.75 CHF | 13.85 CHF | 7,000 | 7,000 | 6,564 | 6,564 | 91,606 CHF | 92,263 CHF | 94.58% | 94.58% |
06/05/2024 | 0.96% | 9.73 CHF | 9.82 CHF | 10,000 | 10,000 | 9,876 | 9,876 | 93,553 CHF | 94,443 CHF | 98.41% | 98.41% |
03/05/2024 | 1.01% | 9.05 CHF | 9.14 CHF | 11,000 | 11,000 | 10,902 | 10,902 | 96,952 CHF | 97,934 CHF | 96.02% | 96.02% |
02/05/2024 | 1.05% | 8.51 CHF | 8.60 CHF | 11,000 | 11,000 | 10,896 | 10,896 | 94,120 CHF | 95,102 CHF | 99.29% | 99.29% |