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 | 0.71% | 10.44 CHF | 10.51 CHF | 7,200 | 7,200 | 7,182 | 7,182 | 72,721 CHF | 73,237 CHF | 99.99% | 99.99% |
14/05/2024 | 0.77% | 9.55 CHF | 9.62 CHF | 7,500 | 7,500 | 7,507 | 7,507 | 67,593 CHF | 68,118 CHF | 99.97% | 99.97% |
13/05/2024 | 0.77% | 8.95 CHF | 9.02 CHF | 7,900 | 7,900 | 7,900 | 7,900 | 71,851 CHF | 72,404 CHF | 100.00% | 100.00% |
10/05/2024 | 0.76% | 8.34 CHF | 8.40 CHF | 9,600 | 9,600 | 9,600 | 9,600 | 75,406 CHF | 75,982 CHF | 99.99% | 99.99% |
08/05/2024 | 0.85% | 7.25 CHF | 7.31 CHF | 8,400 | 8,400 | 8,400 | 8,400 | 63,027 CHF | 63,568 CHF | 99.08% | 99.08% |
07/05/2024 | 0.58% | 8.38 CHF | 8.43 CHF | 12,600 | 12,600 | 12,178 | 12,178 | 104,235 CHF | 104,844 CHF | 99.52% | 99.52% |
06/05/2024 | 0.79% | 5.24 CHF | 5.28 CHF | 14,400 | 14,400 | 14,400 | 14,400 | 72,430 CHF | 73,006 CHF | 100.00% | 100.00% |
03/05/2024 | 0.88% | 4.65 CHF | 4.69 CHF | 15,600 | 15,600 | 15,608 | 15,608 | 70,726 CHF | 71,351 CHF | 99.85% | 99.85% |
02/05/2024 | 0.92% | 4.24 CHF | 4.28 CHF | 16,400 | 16,400 | 16,309 | 16,309 | 70,926 CHF | 71,578 CHF | 99.98% | 99.98% |
30/04/2024 | 0.87% | 4.28 CHF | 4.32 CHF | 15,400 | 15,400 | 14,761 | 14,761 | 67,677 CHF | 68,268 CHF | 99.98% | 99.98% |