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 | 0.95% | 16.60 CHF | 16.75 CHF | 6,500 | 6,500 | 6,439 | 6,439 | 102,494 CHF | 103,461 CHF | 100.00% | 100.00% |
15/05/2024 | 1.05% | 14.35 CHF | 14.50 CHF | 6,500 | 6,500 | 6,439 | 6,439 | 92,690 CHF | 93,657 CHF | 100.00% | 100.00% |
14/05/2024 | 1.09% | 14.30 CHF | 14.45 CHF | 6,500 | 6,500 | 6,445 | 6,445 | 89,481 CHF | 90,449 CHF | 99.19% | 99.19% |
13/05/2024 | 1.02% | 14.55 CHF | 14.70 CHF | 6,500 | 6,500 | 6,373 | 6,373 | 93,788 CHF | 94,745 CHF | 100.00% | 100.00% |
10/05/2024 | 1.01% | 14.95 CHF | 15.10 CHF | 6,500 | 6,500 | 6,428 | 6,428 | 95,740 CHF | 96,706 CHF | 93.63% | 99.76% |
08/05/2024 | 1.04% | 14.75 CHF | 14.90 CHF | 6,500 | 6,500 | 6,439 | 6,439 | 93,351 CHF | 94,318 CHF | 100.00% | 100.00% |
07/05/2024 | 1.09% | 14.10 CHF | 14.25 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 95,902 CHF | 96,943 CHF | 100.00% | 100.00% |
06/05/2024 | 0.77% | 13.25 CHF | 13.35 CHF | 7,500 | 7,500 | 7,407 | 7,407 | 97,229 CHF | 97,970 CHF | 96.57% | 98.56% |
03/05/2024 | 1.20% | 12.25 CHF | 12.40 CHF | 7,500 | 7,500 | 7,452 | 7,452 | 93,120 CHF | 94,238 CHF | 97.29% | 97.29% |
02/05/2024 | 1.18% | 12.50 CHF | 12.65 CHF | 7,500 | 7,500 | 7,046 | 7,046 | 89,525 CHF | 90,583 CHF | 99.72% | 99.72% |