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 | 0.41% | 13.30 CHF | 13.36 CHF | 3,000 | 3,000 | 2,965 | 2,965 | 39,148 CHF | 39,309 CHF | 100.00% | 100.00% |
15/05/2024 | 0.29% | 13.33 CHF | 13.38 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 39,216 CHF | 39,331 CHF | 100.00% | 100.00% |
14/05/2024 | 0.28% | 12.87 CHF | 12.91 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 37,871 CHF | 37,976 CHF | 100.00% | 100.00% |
13/05/2024 | 0.29% | 12.28 CHF | 12.31 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 38,364 CHF | 38,474 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 12.55 CHF | 12.58 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 49,037 CHF | 49,171 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 11.51 CHF | 11.54 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 34,003 CHF | 34,107 CHF | 100.00% | 100.00% |
07/05/2024 | 0.28% | 11.99 CHF | 12.02 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 35,680 CHF | 35,781 CHF | 100.00% | 100.00% |
06/05/2024 | 0.29% | 11.42 CHF | 11.45 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 44,872 CHF | 45,002 CHF | 100.00% | 100.00% |
03/05/2024 | 0.28% | 10.99 CHF | 11.02 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 44,241 CHF | 44,363 CHF | 100.00% | 100.00% |
02/05/2024 | 0.28% | 10.12 CHF | 10.15 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 40,670 CHF | 40,783 CHF | 98.72% | 98.72% |