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 | 0.57% | 3.57 CHF | 3.59 CHF | 4,000 | 4,000 | 4,018 | 4,018 | 14,144 CHF | 14,224 CHF | 99.59% | 99.59% |
15/05/2024 | 0.50% | 3.54 CHF | 3.56 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 15,029 CHF | 15,104 CHF | 99.57% | 99.57% |
14/05/2024 | 0.50% | 3.93 CHF | 3.95 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 11,872 CHF | 11,932 CHF | 99.57% | 99.57% |
13/05/2024 | 0.47% | 4.07 CHF | 4.09 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 12,734 CHF | 12,794 CHF | 99.16% | 99.20% |
10/05/2024 | 0.61% | 4.07 CHF | 4.10 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 12,287 CHF | 12,362 CHF | 99.53% | 99.59% |
08/05/2024 | 0.60% | 4.96 CHF | 4.99 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 9,957 CHF | 10,018 CHF | 99.54% | 99.54% |
07/05/2024 | 0.39% | 5.86 CHF | 5.88 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 17,650 CHF | 17,720 CHF | 99.51% | 99.51% |
06/05/2024 | 0.51% | 4.61 CHF | 4.63 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 14,251 CHF | 14,324 CHF | 99.57% | 99.57% |
03/05/2024 | 0.49% | 4.82 CHF | 4.84 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 13,422 CHF | 13,488 CHF | 99.46% | 99.50% |
02/05/2024 | 0.54% | 4.39 CHF | 4.41 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 13,171 CHF | 13,243 CHF | 99.50% | 99.50% |