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 | 1.07% | 2.66 CHF | 2.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,510 CHF | 66,213 CHF | 99.30% | 99.30% |
15/05/2024 | 1.11% | 2.51 CHF | 2.54 CHF | 25,000 | 25,000 | 24,951 | 24,951 | 63,228 CHF | 63,935 CHF | 98.93% | 98.93% |
14/05/2024 | 1.20% | 2.47 CHF | 2.49 CHF | 50,000 | 50,000 | 49,371 | 49,371 | 115,946 CHF | 117,333 CHF | 99.94% | 99.94% |
13/05/2024 | 1.15% | 2.40 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,282 CHF | 121,676 CHF | 100.00% | 100.00% |
10/05/2024 | 1.10% | 2.40 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,405 CHF | 121,741 CHF | 100.00% | 100.00% |
08/05/2024 | 1.16% | 2.25 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,390 CHF | 114,709 CHF | 100.00% | 100.00% |
07/05/2024 | 1.17% | 2.26 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,419 CHF | 113,746 CHF | 98.92% | 98.92% |
06/05/2024 | 1.14% | 2.12 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,900 CHF | 107,117 CHF | 100.00% | 100.00% |
03/05/2024 | 1.21% | 1.97 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,422 CHF | 99,622 CHF | 98.62% | 98.62% |
02/05/2024 | 1.27% | 1.86 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,741 CHF | 96,968 CHF | 98.77% | 98.77% |