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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.96% | 5.10 CHF | 5.12 CHF | 17,600 | 17,600 | 11,677 | 11,677 | 57,678 CHF | 58,168 CHF | 99.09% | 99.09% |
14/05/2024 | 0.93% | 5.07 CHF | 5.09 CHF | 17,500 | 17,500 | 11,693 | 11,693 | 58,770 CHF | 59,264 CHF | 99.43% | 99.43% |
13/05/2024 | 1.00% | 4.89 CHF | 4.91 CHF | 17,300 | 17,300 | 11,528 | 11,528 | 53,854 CHF | 54,341 CHF | 100.00% | 100.00% |
10/05/2024 | 1.08% | 4.67 CHF | 4.69 CHF | 17,200 | 17,200 | 11,395 | 11,395 | 49,245 CHF | 49,727 CHF | 99.95% | 99.95% |
08/05/2024 | 1.01% | 4.63 CHF | 4.65 CHF | 17,100 | 17,100 | 11,444 | 11,444 | 52,730 CHF | 53,214 CHF | 100.00% | 100.00% |
07/05/2024 | 1.01% | 4.38 CHF | 4.40 CHF | 17,000 | 17,000 | 11,453 | 11,453 | 51,882 CHF | 52,366 CHF | 100.00% | 100.00% |
06/05/2024 | 0.94% | 4.80 CHF | 4.82 CHF | 17,300 | 17,300 | 11,592 | 11,592 | 57,023 CHF | 57,512 CHF | 98.35% | 98.35% |
03/05/2024 | 0.90% | 4.94 CHF | 4.96 CHF | 17,300 | 17,300 | 11,576 | 11,576 | 58,647 CHF | 59,144 CHF | 95.98% | 95.98% |
02/05/2024 | 0.80% | 5.64 CHF | 5.66 CHF | 17,600 | 17,600 | 11,712 | 11,712 | 67,847 CHF | 68,348 CHF | 98.22% | 98.22% |
30/04/2024 | 0.82% | 6.18 CHF | 6.20 CHF | 17,800 | 17,800 | 11,777 | 11,777 | 67,404 CHF | 67,903 CHF | 99.51% | 99.51% |