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 | 0.54% | 11.41 CHF | 11.47 CHF | 7,000 | 7,000 | 6,947 | 6,947 | 81,649 CHF | 82,088 CHF | 100.00% | 100.00% |
15/05/2024 | 0.48% | 12.50 CHF | 12.57 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 86,909 CHF | 87,327 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 12.64 CHF | 12.70 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 84,736 CHF | 85,137 CHF | 100.00% | 100.00% |
13/05/2024 | 0.46% | 11.83 CHF | 11.89 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 93,976 CHF | 94,411 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 11.35 CHF | 11.40 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 98,136 CHF | 98,567 CHF | 100.00% | 100.00% |
08/05/2024 | 0.46% | 9.84 CHF | 9.89 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 88,466 CHF | 88,872 CHF | 100.00% | 100.00% |
07/05/2024 | 0.45% | 9.22 CHF | 9.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 88,042 CHF | 88,439 CHF | 100.00% | 100.00% |
06/05/2024 | 0.47% | 7.99 CHF | 8.03 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 82,900 CHF | 83,295 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 7.92 CHF | 7.96 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 83,704 CHF | 84,127 CHF | 100.00% | 100.00% |
02/05/2024 | 0.49% | 8.64 CHF | 8.68 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 87,631 CHF | 88,062 CHF | 100.00% | 100.00% |