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 | 0.50% | 6.17 CHF | 6.20 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 41,660 CHF | 41,868 CHF | 99.92% | 99.92% |
15/05/2024 | 0.78% | 5.80 CHF | 5.85 CHF | 4,000 | 4,000 | 3,963 | 3,963 | 25,715 CHF | 25,913 CHF | 99.96% | 99.96% |
14/05/2024 | 0.50% | 8.43 CHF | 8.47 CHF | 5,000 | 5,000 | 4,964 | 4,964 | 40,202 CHF | 40,400 CHF | 99.03% | 99.03% |
13/05/2024 | 0.55% | 7.49 CHF | 7.53 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 36,231 CHF | 36,429 CHF | 99.98% | 99.98% |
10/05/2024 | 0.60% | 6.88 CHF | 6.92 CHF | 5,000 | 5,000 | 4,950 | 4,950 | 33,184 CHF | 33,382 CHF | 93.86% | 100.00% |
08/05/2024 | 0.73% | 7.21 CHF | 7.26 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 34,337 CHF | 34,585 CHF | 100.00% | 100.00% |
07/05/2024 | 0.67% | 7.31 CHF | 7.36 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 37,227 CHF | 37,475 CHF | 100.00% | 100.00% |
06/05/2024 | 0.68% | 7.75 CHF | 7.80 CHF | 5,000 | 5,000 | 4,940 | 4,940 | 36,961 CHF | 37,208 CHF | 95.07% | 98.61% |
03/05/2024 | 0.67% | 7.41 CHF | 7.46 CHF | 4,000 | 4,000 | 3,980 | 3,980 | 29,832 CHF | 30,031 CHF | 96.31% | 96.94% |
02/05/2024 | 0.65% | 8.14 CHF | 8.19 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 30,678 CHF | 30,876 CHF | 99.49% | 99.49% |