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 | 1.01% | 43.50 CHF | 43.94 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 217,186 CHF | 219,382 CHF | 100.00% | 100.00% |
15/05/2024 | 1.00% | 42.98 CHF | 43.41 CHF | 5,000 | 5,000 | 5,000 | 4,921 | 211,501 CHF | 210,266 CHF | 100.00% | 100.00% |
14/05/2024 | 1.00% | 42.51 CHF | 42.94 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 212,981 CHF | 215,128 CHF | 100.00% | 100.00% |
13/05/2024 | 1.00% | 42.82 CHF | 43.25 CHF | 5,000 | 4,000 | 5,000 | 4,344 | 212,552 CHF | 186,474 CHF | 100.00% | 100.00% |
10/05/2024 | 1.00% | 42.13 CHF | 42.55 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 216,541 CHF | 218,725 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 44.37 CHF | 44.82 CHF | 5,000 | 4,000 | 5,000 | 4,185 | 220,589 CHF | 186,446 CHF | 100.00% | 100.00% |
07/05/2024 | 1.00% | 45.48 CHF | 45.94 CHF | 5,000 | 4,000 | 5,000 | 4,902 | 227,200 CHF | 225,004 CHF | 100.00% | 100.00% |
06/05/2024 | 1.00% | 44.73 CHF | 45.18 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 225,692 CHF | 227,957 CHF | 94.83% | 100.00% |
03/05/2024 | 1.00% | 44.04 CHF | 44.48 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 219,537 CHF | 221,739 CHF | 98.68% | 98.68% |
02/05/2024 | 1.00% | 44.26 CHF | 44.70 CHF | 5,000 | 4,970 | 5,000 | 4,970 | 218,805 CHF | 219,685 CHF | 100.00% | 100.00% |