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 | 1.39% | 3.54 CHF | 3.59 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 107,311 CHF | 108,811 CHF | 99.53% | 99.53% |
15/05/2024 | 1.26% | 3.83 CHF | 3.88 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 118,183 CHF | 119,683 CHF | 99.52% | 99.52% |
14/05/2024 | 1.31% | 3.87 CHF | 3.92 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 113,983 CHF | 115,483 CHF | 98.29% | 98.29% |
13/05/2024 | 1.43% | 3.60 CHF | 3.65 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 104,222 CHF | 105,722 CHF | 99.53% | 99.53% |
10/05/2024 | 1.41% | 3.57 CHF | 3.62 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 105,600 CHF | 107,100 CHF | 98.17% | 98.17% |
08/05/2024 | 1.35% | 3.55 CHF | 3.60 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 110,440 CHF | 111,940 CHF | 97.51% | 97.51% |
07/05/2024 | 1.30% | 3.93 CHF | 3.98 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 114,941 CHF | 116,441 CHF | 97.83% | 97.83% |
06/05/2024 | 1.34% | 3.66 CHF | 3.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,714 CHF | 187,214 CHF | 99.18% | 99.18% |
03/05/2024 | 1.43% | 3.47 CHF | 3.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,129 CHF | 175,629 CHF | 99.34% | 99.34% |
02/05/2024 | 1.47% | 3.37 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,034 CHF | 171,534 CHF | 95.37% | 95.37% |