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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 8.19% | 0.92 CHF | 1.00 CHF | 52,701 | 10,000 | 50,981 | 10,000 | 51,111 CHF | 10,943 CHF | 99.37% | 99.37% |
10/05/2024 | 10.81% | 1.30 CHF | 1.49 CHF | 23,410 | 5,000 | 23,483 | 5,000 | 39,075 CHF | 9,266 CHF | 99.42% | 99.42% |
08/05/2024 | 8.76% | 3.22 CHF | 3.50 CHF | 15,661 | 5,000 | 15,627 | 5,000 | 48,464 CHF | 16,914 CHF | 98.83% | 98.83% |
07/05/2024 | 5.31% | 4.72 CHF | 4.99 CHF | 17,324 | 5,000 | 15,502 | 5,000 | 74,552 CHF | 25,562 CHF | 97.06% | 97.06% |
06/05/2024 | 6.45% | 4.13 CHF | 4.42 CHF | 15,170 | 5,000 | 15,241 | 5,000 | 67,612 CHF | 23,656 CHF | 100.00% | 100.00% |
03/05/2024 | 6.97% | 4.75 CHF | 5.07 CHF | 14,153 | 2,500 | 14,114 | 2,500 | 62,645 CHF | 11,895 CHF | 97.89% | 97.89% |
02/05/2024 | 5.36% | 5.09 CHF | 5.37 CHF | 10,000 | 5,000 | 15,095 | 5,000 | 73,802 CHF | 25,932 CHF | 99.40% | 99.40% |
30/04/2024 | 6.23% | 4.12 CHF | 4.38 CHF | 17,047 | 5,000 | 16,986 | 5,000 | 70,965 CHF | 22,229 CHF | 99.37% | 99.37% |
29/04/2024 | 6.97% | 4.33 CHF | 4.65 CHF | 13,833 | 2,500 | 13,892 | 2,500 | 62,679 CHF | 12,093 CHF | 75.34% | 75.34% |
26/04/2024 | 8.17% | 5.34 CHF | 5.79 CHF | 10,000 | 2,500 | 9,996 | 2,500 | 52,330 CHF | 14,200 CHF | 98.59% | 98.59% |