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 | 0.87% | 17.90 CHF | 18.05 CHF | 7,500 | 7,500 | 7,429 | 7,429 | 128,175 CHF | 129,291 CHF | 100.00% | 100.00% |
15/05/2024 | 0.95% | 15.90 CHF | 16.05 CHF | 7,500 | 7,500 | 7,430 | 7,430 | 118,169 CHF | 119,284 CHF | 100.00% | 100.00% |
14/05/2024 | 0.98% | 15.80 CHF | 15.95 CHF | 7,500 | 7,500 | 7,436 | 7,436 | 114,888 CHF | 116,005 CHF | 99.19% | 99.19% |
13/05/2024 | 0.93% | 16.05 CHF | 16.20 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 112,250 CHF | 113,292 CHF | 100.00% | 100.00% |
10/05/2024 | 0.93% | 16.40 CHF | 16.55 CHF | 7,500 | 7,500 | 7,350 | 7,350 | 120,073 CHF | 121,177 CHF | 93.61% | 99.75% |
08/05/2024 | 0.94% | 16.20 CHF | 16.35 CHF | 7,500 | 7,500 | 7,429 | 7,429 | 118,803 CHF | 119,919 CHF | 100.00% | 100.00% |
07/05/2024 | 0.65% | 15.70 CHF | 15.80 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 122,392 CHF | 123,186 CHF | 100.00% | 100.00% |
06/05/2024 | 0.68% | 14.90 CHF | 15.00 CHF | 8,500 | 8,500 | 8,391 | 8,391 | 123,999 CHF | 124,839 CHF | 94.94% | 98.49% |
03/05/2024 | 0.70% | 14.00 CHF | 14.10 CHF | 8,500 | 8,500 | 8,450 | 8,450 | 120,249 CHF | 121,095 CHF | 97.33% | 97.95% |
02/05/2024 | 0.70% | 14.25 CHF | 14.35 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 114,328 CHF | 115,121 CHF | 100.00% | 100.00% |