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 | 1.29% | 7.35 CHF | 7.45 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 77,318 CHF | 39,159 CHF | 95.33% | 95.33% |
14/05/2024 | 1.27% | 8.07 CHF | 8.17 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 78,134 CHF | 39,567 CHF | 85.27% | 85.27% |
13/05/2024 | 1.55% | 6.59 CHF | 6.69 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 63,955 CHF | 32,477 CHF | 99.06% | 99.06% |
10/05/2024 | 1.67% | 5.73 CHF | 5.83 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 59,364 CHF | 30,182 CHF | 98.16% | 98.16% |
08/05/2024 | 1.72% | 5.89 CHF | 5.99 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 57,780 CHF | 29,390 CHF | 93.47% | 93.47% |
07/05/2024 | 1.59% | 6.37 CHF | 6.47 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 62,380 CHF | 31,690 CHF | 99.53% | 99.53% |
06/05/2024 | 0.84% | 5.94 CHF | 5.99 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 59,457 CHF | 59,957 CHF | 99.54% | 99.54% |
03/05/2024 | 0.90% | 5.50 CHF | 5.55 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 55,265 CHF | 55,765 CHF | 99.15% | 99.15% |
02/05/2024 | 0.95% | 5.31 CHF | 5.36 CHF | 10,000 | 10,000 | 10,039 | 10,000 | 52,501 CHF | 52,806 CHF | 95.97% | 95.97% |
30/04/2024 | 1.59% | 5.45 CHF | 5.55 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 63,195 CHF | 32,097 CHF | 85.33% | 85.33% |