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 | 1.21% | 9.62 CHF | 9.75 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 103,758 CHF | 52,509 CHF | 88.56% | 88.56% |
15/05/2024 | 1.19% | 10.63 CHF | 10.74 CHF | 10,000 | 5,000 | 10,000 | 4,974 | 98,919 CHF | 49,781 CHF | 92.57% | 92.57% |
14/05/2024 | 1.46% | 9.53 CHF | 9.66 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 22,527 CHF | 22,859 CHF | 99.99% | 99.99% |
13/05/2024 | 1.46% | 9.41 CHF | 9.55 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 24,401 CHF | 24,759 CHF | 100.00% | 100.00% |
10/05/2024 | 1.15% | 9.96 CHF | 10.08 CHF | 3,750 | 3,750 | 6,224 | 5,234 | 61,293 CHF | 52,139 CHF | 83.72% | 83.72% |
08/05/2024 | 1.12% | 8.45 CHF | 8.55 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 85,997 CHF | 65,227 CHF | 99.64% | 99.64% |
07/05/2024 | 1.21% | 8.15 CHF | 8.24 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 79,222 CHF | 60,141 CHF | 97.06% | 97.06% |
06/05/2024 | 1.13% | 7.98 CHF | 8.07 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 77,031 CHF | 58,430 CHF | 100.00% | 100.00% |
03/05/2024 | 1.15% | 7.38 CHF | 7.46 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 71,301 CHF | 54,096 CHF | 97.82% | 97.82% |
02/05/2024 | 1.17% | 6.86 CHF | 6.94 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 67,735 CHF | 51,396 CHF | 99.33% | 99.33% |