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 | 1.45% | 3.61 CHF | 3.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 68,679 CHF | 69,679 CHF | 99.52% | 99.52% |
15/05/2024 | 1.48% | 3.28 CHF | 3.33 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 66,993 CHF | 67,993 CHF | 99.38% | 99.38% |
14/05/2024 | 1.62% | 3.29 CHF | 3.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 61,295 CHF | 62,295 CHF | 98.26% | 98.26% |
13/05/2024 | 1.54% | 3.16 CHF | 3.21 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 64,422 CHF | 65,422 CHF | 96.81% | 96.81% |
10/05/2024 | 1.49% | 3.38 CHF | 3.43 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 66,637 CHF | 67,637 CHF | 94.89% | 94.89% |
08/05/2024 | 1.37% | 3.63 CHF | 3.68 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 72,678 CHF | 73,678 CHF | 99.52% | 99.52% |
07/05/2024 | 1.33% | 3.56 CHF | 3.61 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 74,670 CHF | 75,670 CHF | 99.02% | 99.02% |
06/05/2024 | 1.31% | 3.87 CHF | 3.92 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 75,998 CHF | 76,998 CHF | 99.56% | 99.56% |
03/05/2024 | 1.29% | 3.84 CHF | 3.89 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 76,898 CHF | 77,898 CHF | 99.08% | 99.08% |
02/05/2024 | 1.39% | 3.78 CHF | 3.83 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 71,596 CHF | 72,596 CHF | 99.37% | 99.37% |