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 | 2.00% | 37.05 CHF | 37.80 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 301,412 CHF | 307,502 CHF | 100.00% | 100.00% |
15/05/2024 | 2.00% | 37.06 CHF | 37.81 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 289,779 CHF | 295,641 CHF | 100.00% | 100.00% |
14/05/2024 | 2.00% | 36.39 CHF | 37.13 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 290,689 CHF | 296,561 CHF | 100.00% | 100.00% |
13/05/2024 | 2.00% | 36.95 CHF | 37.70 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 294,745 CHF | 300,694 CHF | 100.00% | 100.00% |
10/05/2024 | 2.00% | 36.12 CHF | 36.85 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 301,121 CHF | 307,207 CHF | 100.00% | 100.00% |
08/05/2024 | 2.00% | 38.57 CHF | 39.35 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 306,382 CHF | 312,581 CHF | 100.00% | 100.00% |
07/05/2024 | 2.00% | 40.69 CHF | 41.51 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 320,554 CHF | 327,027 CHF | 100.00% | 100.00% |
06/05/2024 | 2.00% | 38.79 CHF | 39.57 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 316,687 CHF | 323,074 CHF | 100.00% | 100.00% |
03/05/2024 | 2.00% | 37.51 CHF | 38.27 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 293,592 CHF | 299,530 CHF | 99.12% | 99.12% |
02/05/2024 | 2.00% | 35.74 CHF | 36.46 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 282,754 CHF | 288,472 CHF | 100.00% | 100.00% |