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 | 2.37% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,429 CHF | 10,679 CHF | 99.76% | 99.76% |
15/05/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,242 CHF | 12,492 CHF | 100.00% | 100.00% |
14/05/2024 | 1.84% | 0.50 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,461 CHF | 13,711 CHF | 100.00% | 100.00% |
13/05/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,983 CHF | 14,233 CHF | 100.00% | 100.00% |
10/05/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,540 CHF | 14,790 CHF | 100.00% | 100.00% |
08/05/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,914 CHF | 16,164 CHF | 100.00% | 100.00% |
07/05/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,343 CHF | 17,593 CHF | 99.76% | 99.76% |
06/05/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,701 CHF | 17,951 CHF | 99.52% | 99.52% |
03/05/2024 | 1.28% | 0.74 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,359 CHF | 19,609 CHF | 99.70% | 99.70% |
02/05/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,242 CHF | 20,492 CHF | 100.00% | 100.00% |