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 | 0.73% | 7.48 CHF | 7.49 CHF | 10,000 | 10,000 | 6,693 | 6,693 | 47,213 CHF | 47,516 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 6.72 CHF | 6.73 CHF | 10,000 | 10,000 | 6,691 | 6,691 | 42,922 CHF | 43,224 CHF | 99.74% | 99.74% |
14/05/2024 | 0.84% | 6.20 CHF | 6.21 CHF | 10,000 | 10,000 | 6,684 | 6,684 | 40,521 CHF | 40,824 CHF | 99.96% | 99.96% |
13/05/2024 | 0.82% | 6.29 CHF | 6.30 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 41,547 CHF | 41,850 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 6.17 CHF | 6.18 CHF | 10,000 | 10,000 | 6,690 | 6,690 | 42,356 CHF | 42,659 CHF | 99.92% | 99.92% |
08/05/2024 | 0.79% | 6.32 CHF | 6.33 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 42,790 CHF | 43,093 CHF | 100.00% | 100.00% |
07/05/2024 | 0.78% | 6.64 CHF | 6.65 CHF | 10,000 | 10,000 | 6,691 | 6,691 | 43,534 CHF | 43,837 CHF | 99.97% | 99.97% |
06/05/2024 | 0.80% | 6.50 CHF | 6.51 CHF | 10,000 | 10,000 | 6,693 | 6,693 | 42,683 CHF | 42,985 CHF | 99.98% | 99.98% |
03/05/2024 | 0.91% | 5.81 CHF | 5.82 CHF | 10,000 | 10,000 | 6,583 | 6,583 | 37,852 CHF | 38,161 CHF | 95.42% | 95.42% |
02/05/2024 | 0.90% | 5.58 CHF | 5.59 CHF | 10,000 | 10,000 | 6,681 | 6,681 | 37,510 CHF | 37,813 CHF | 99.25% | 99.25% |