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 | 0.80% | 3.95 CHF | 3.97 CHF | 26,500 | 26,500 | 11,306 | 11,306 | 54,861 CHF | 55,234 CHF | 99.25% | 99.25% |
15/05/2024 | 0.80% | 4.81 CHF | 4.83 CHF | 31,400 | 31,400 | 14,121 | 14,121 | 63,363 CHF | 63,765 CHF | 99.35% | 99.35% |
14/05/2024 | 0.94% | 4.18 CHF | 4.20 CHF | 34,300 | 34,300 | 15,678 | 15,678 | 58,257 CHF | 58,701 CHF | 99.74% | 99.74% |
13/05/2024 | 0.80% | 4.01 CHF | 4.03 CHF | 33,500 | 33,500 | 15,075 | 15,075 | 62,611 CHF | 63,034 CHF | 98.43% | 98.43% |
10/05/2024 | 0.77% | 4.19 CHF | 4.21 CHF | 28,700 | 28,700 | 12,564 | 12,564 | 60,913 CHF | 61,303 CHF | 99.99% | 99.99% |
08/05/2024 | 0.84% | 5.01 CHF | 5.03 CHF | 26,100 | 26,100 | 11,591 | 11,591 | 57,096 CHF | 57,485 CHF | 98.70% | 98.70% |
07/05/2024 | 0.77% | 6.03 CHF | 6.05 CHF | 20,700 | 20,700 | 9,098 | 9,098 | 58,155 CHF | 58,510 CHF | 99.30% | 99.30% |
06/05/2024 | 0.68% | 6.80 CHF | 6.82 CHF | 20,800 | 20,800 | 9,316 | 9,316 | 64,985 CHF | 65,323 CHF | 98.44% | 98.44% |
03/05/2024 | 1.61% | 5.71 CHF | 5.73 CHF | 20,000 | 20,000 | 6,636 | 6,636 | 41,461 CHF | 41,840 CHF | 96.92% | 96.92% |
02/05/2024 | - | 6.19 CHF | - CHF | 24,900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.94% |