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 | 0.42% | 11.65 CHF | 11.70 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 58,920 CHF | 59,168 CHF | 99.92% | 99.92% |
15/05/2024 | 0.43% | 12.20 CHF | 12.25 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 57,532 CHF | 57,780 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 10.00 CHF | 10.05 CHF | 5,000 | 5,000 | 4,964 | 4,964 | 51,179 CHF | 51,418 CHF | 99.03% | 99.03% |
13/05/2024 | 0.45% | 10.90 CHF | 10.95 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 54,996 CHF | 55,244 CHF | 100.00% | 100.00% |
10/05/2024 | 0.42% | 11.70 CHF | 11.75 CHF | 5,000 | 5,000 | 4,950 | 4,950 | 59,029 CHF | 59,277 CHF | 93.86% | 100.00% |
08/05/2024 | 0.43% | 11.40 CHF | 11.45 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 57,801 CHF | 58,049 CHF | 100.00% | 100.00% |
07/05/2024 | 0.45% | 11.30 CHF | 11.35 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 55,004 CHF | 55,252 CHF | 100.00% | 100.00% |
06/05/2024 | 0.45% | 10.90 CHF | 10.95 CHF | 5,000 | 5,000 | 4,940 | 4,940 | 55,055 CHF | 55,303 CHF | 95.20% | 98.76% |
03/05/2024 | 0.45% | 11.20 CHF | 11.25 CHF | 5,000 | 5,000 | 4,964 | 4,964 | 55,355 CHF | 55,603 CHF | 97.49% | 98.13% |
02/05/2024 | 0.46% | 10.60 CHF | 10.65 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 54,096 CHF | 54,344 CHF | 99.85% | 99.85% |