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% | 12.70 CHF | 12.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 126,827 CHF | 127,759 CHF | 64.05% | 64.05% |
15/05/2024 | 0.74% | 12.72 CHF | 12.82 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 127,173 CHF | 128,119 CHF | 47.44% | 47.44% |
14/05/2024 | 0.74% | 12.68 CHF | 12.78 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 126,803 CHF | 127,740 CHF | 95.71% | 95.71% |
13/05/2024 | 0.77% | 12.68 CHF | 12.78 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 126,682 CHF | 127,661 CHF | 84.94% | 84.94% |
10/05/2024 | 0.71% | 12.68 CHF | 12.76 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 126,995 CHF | 127,906 CHF | 96.46% | 96.46% |
08/05/2024 | 0.75% | 12.66 CHF | 12.76 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 126,794 CHF | 127,747 CHF | 57.44% | 57.44% |
07/05/2024 | 0.75% | 12.72 CHF | 12.82 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 126,875 CHF | 127,831 CHF | 55.48% | 55.48% |
06/05/2024 | 0.72% | 12.62 CHF | 12.72 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 126,223 CHF | 127,140 CHF | 90.77% | 90.77% |
03/05/2024 | 1.25% | 12.56 CHF | 12.72 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 62,791 CHF | 63,583 CHF | 83.89% | 83.89% |
02/05/2024 | 1.26% | 12.56 CHF | 12.72 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 62,762 CHF | 63,556 CHF | 90.00% | 90.00% |