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 | 1.10% | 14.87 CHF | 15.03 CHF | 8,354 | 5,000 | 8,365 | 5,000 | 121,597 CHF | 73,487 CHF | 99.30% | 99.30% |
15/05/2024 | 1.13% | 13.63 CHF | 13.78 CHF | 8,743 | 5,000 | 8,740 | 4,944 | 120,564 CHF | 68,968 CHF | 98.93% | 98.93% |
14/05/2024 | 1.24% | 13.22 CHF | 13.37 CHF | 8,944 | 5,000 | 8,880 | 4,936 | 108,543 CHF | 61,108 CHF | 99.97% | 99.97% |
13/05/2024 | 1.17% | 12.70 CHF | 12.85 CHF | 9,072 | 5,000 | 9,063 | 5,000 | 115,207 CHF | 64,308 CHF | 99.76% | 99.76% |
10/05/2024 | 1.06% | 12.66 CHF | 12.80 CHF | 9,950 | 5,000 | 9,939 | 5,000 | 126,610 CHF | 64,370 CHF | 100.00% | 100.00% |
08/05/2024 | 1.16% | 11.43 CHF | 11.56 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 116,112 CHF | 58,734 CHF | 100.00% | 100.00% |
07/05/2024 | 1.07% | 11.57 CHF | 11.69 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 114,568 CHF | 57,902 CHF | 98.92% | 98.92% |
06/05/2024 | 1.06% | 10.44 CHF | 10.55 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 104,264 CHF | 52,685 CHF | 100.00% | 100.00% |
03/05/2024 | 1.06% | 9.35 CHF | 9.45 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 93,092 CHF | 70,565 CHF | 98.41% | 98.41% |
02/05/2024 | 1.22% | 8.51 CHF | 8.62 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 89,453 CHF | 67,910 CHF | 99.09% | 99.09% |