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 | 0.84% | 6.52 CHF | 6.53 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 40,779 CHF | 41,082 CHF | 99.97% | 99.97% |
15/05/2024 | 0.94% | 5.76 CHF | 5.77 CHF | 10,000 | 10,000 | 6,690 | 6,690 | 36,481 CHF | 36,784 CHF | 99.72% | 99.72% |
14/05/2024 | 1.00% | 5.23 CHF | 5.24 CHF | 10,000 | 10,000 | 6,708 | 6,708 | 34,193 CHF | 34,497 CHF | 99.33% | 99.33% |
13/05/2024 | 0.97% | 5.33 CHF | 5.34 CHF | 10,000 | 10,000 | 6,693 | 6,693 | 35,107 CHF | 35,409 CHF | 100.00% | 100.00% |
10/05/2024 | 0.94% | 5.21 CHF | 5.22 CHF | 10,000 | 10,000 | 6,690 | 6,690 | 35,915 CHF | 36,217 CHF | 99.91% | 99.91% |
08/05/2024 | 0.93% | 5.35 CHF | 5.36 CHF | 10,000 | 10,000 | 6,691 | 6,691 | 36,340 CHF | 36,643 CHF | 100.00% | 100.00% |
07/05/2024 | 0.92% | 5.68 CHF | 5.69 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 37,100 CHF | 37,403 CHF | 100.00% | 100.00% |
06/05/2024 | 0.94% | 5.54 CHF | 5.55 CHF | 10,000 | 10,000 | 6,693 | 6,693 | 36,258 CHF | 36,560 CHF | 99.98% | 99.98% |
03/05/2024 | 1.08% | 4.85 CHF | 4.86 CHF | 10,000 | 10,000 | 6,624 | 6,624 | 31,739 CHF | 32,044 CHF | 96.53% | 96.53% |
02/05/2024 | 1.08% | 4.62 CHF | 4.63 CHF | 10,000 | 10,000 | 6,680 | 6,680 | 31,037 CHF | 31,340 CHF | 99.65% | 99.65% |