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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/05/2024 | 0.75% | 7.89 CHF | 7.95 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 39,536 CHF | 39,834 CHF | 100.00% | 100.00% |
17/05/2024 | 0.72% | 7.92 CHF | 7.98 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 39,533 CHF | 39,817 CHF | 100.00% | 100.00% |
16/05/2024 | 0.73% | 7.89 CHF | 7.95 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 39,501 CHF | 39,792 CHF | 100.00% | 100.00% |
15/05/2024 | 0.74% | 7.82 CHF | 7.87 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 38,806 CHF | 39,094 CHF | 98.75% | 98.75% |
14/05/2024 | 0.75% | 7.85 CHF | 7.91 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 38,596 CHF | 38,886 CHF | 100.00% | 100.00% |
13/05/2024 | 0.72% | 7.67 CHF | 7.73 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 38,135 CHF | 38,411 CHF | 100.00% | 100.00% |
10/05/2024 | 0.76% | 7.57 CHF | 7.63 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 38,026 CHF | 38,316 CHF | 100.00% | 100.00% |
08/05/2024 | 0.74% | 7.66 CHF | 7.71 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 38,273 CHF | 38,559 CHF | 99.82% | 99.82% |
07/05/2024 | 0.77% | 7.70 CHF | 7.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 38,423 CHF | 38,719 CHF | 100.00% | 100.00% |
06/05/2024 | 0.75% | 7.64 CHF | 7.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 37,991 CHF | 38,277 CHF | 100.00% | 100.00% |