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 | 0.65% | 3.35 CHF | 3.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,096 CHF | 172,206 CHF | 84.78% | 84.78% |
15/05/2024 | 0.64% | 3.45 CHF | 3.47 CHF | 50,000 | 50,000 | 49,724 | 49,724 | 167,721 CHF | 168,796 CHF | 86.75% | 86.75% |
14/05/2024 | 0.97% | 3.33 CHF | 3.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,825 CHF | 82,622 CHF | 94.60% | 94.60% |
13/05/2024 | 0.95% | 3.32 CHF | 3.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 83,386 CHF | 84,186 CHF | 65.67% | 65.67% |
10/05/2024 | 0.76% | 3.64 CHF | 3.67 CHF | 25,000 | 25,000 | 34,826 | 34,826 | 126,378 CHF | 127,288 CHF | 83.34% | 83.34% |
08/05/2024 | 0.63% | 3.46 CHF | 3.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,079 CHF | 175,179 CHF | 99.43% | 99.43% |
07/05/2024 | 0.64% | 3.43 CHF | 3.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,874 CHF | 170,972 CHF | 96.12% | 96.12% |
06/05/2024 | 0.67% | 3.40 CHF | 3.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,313 CHF | 169,437 CHF | 97.81% | 97.81% |
03/05/2024 | 0.66% | 3.32 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,221 CHF | 165,309 CHF | 91.55% | 91.55% |
02/05/2024 | 0.68% | 3.25 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,755 CHF | 162,860 CHF | 99.40% | 99.40% |