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 | 0.40% | 14.46 CHF | 14.52 CHF | 5,700 | 5,700 | 5,658 | 5,658 | 84,560 CHF | 84,899 CHF | 100.00% | 100.00% |
15/05/2024 | 0.40% | 16.10 CHF | 16.16 CHF | 5,700 | 5,700 | 6,116 | 6,116 | 92,420 CHF | 92,788 CHF | 99.99% | 99.99% |
14/05/2024 | 0.42% | 14.68 CHF | 14.74 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 85,036 CHF | 85,396 CHF | 99.98% | 99.98% |
13/05/2024 | 0.36% | 14.62 CHF | 14.67 CHF | 6,600 | 6,600 | 6,600 | 6,600 | 92,568 CHF | 92,898 CHF | 100.00% | 100.00% |
10/05/2024 | 0.37% | 13.35 CHF | 13.40 CHF | 7,100 | 7,100 | 7,100 | 7,100 | 96,063 CHF | 96,418 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 12.12 CHF | 12.16 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 95,760 CHF | 96,080 CHF | 99.25% | 99.25% |
07/05/2024 | 0.39% | 10.90 CHF | 10.94 CHF | 8,300 | 8,300 | 8,299 | 8,299 | 85,729 CHF | 86,061 CHF | 95.45% | 95.45% |
06/05/2024 | 0.40% | 10.14 CHF | 10.18 CHF | 8,900 | 8,900 | 8,900 | 8,900 | 88,270 CHF | 88,626 CHF | 98.33% | 98.33% |
03/05/2024 | 0.43% | 9.49 CHF | 9.53 CHF | 8,800 | 8,800 | 8,800 | 8,800 | 82,232 CHF | 82,584 CHF | 99.81% | 99.81% |
02/05/2024 | 0.43% | 9.58 CHF | 9.62 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 84,410 CHF | 84,770 CHF | 99.98% | 99.98% |