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 | 2.26% | 2.36 CHF | 2.39 CHF | 50,000 | 50,000 | 18,685 | 18,685 | 43,965 CHF | 44,760 CHF | 99.62% | 99.62% |
15/05/2024 | 2.27% | 2.38 CHF | 2.41 CHF | 50,000 | 50,000 | 18,687 | 18,687 | 44,545 CHF | 45,340 CHF | 99.61% | 99.61% |
14/05/2024 | 2.21% | 2.42 CHF | 2.45 CHF | 50,000 | 50,000 | 18,685 | 18,685 | 45,154 CHF | 45,949 CHF | 99.63% | 99.63% |
13/05/2024 | 2.37% | 2.25 CHF | 2.28 CHF | 50,000 | 50,000 | 18,685 | 18,685 | 41,576 CHF | 42,372 CHF | 99.61% | 99.61% |
10/05/2024 | 2.27% | 2.19 CHF | 2.22 CHF | 50,000 | 50,000 | 18,527 | 18,527 | 43,699 CHF | 44,491 CHF | 98.57% | 98.57% |
08/05/2024 | 2.56% | 2.40 CHF | 2.43 CHF | 50,000 | 50,000 | 18,685 | 18,685 | 41,363 CHF | 42,158 CHF | 99.63% | 99.63% |
07/05/2024 | 2.84% | 2.07 CHF | 2.10 CHF | 50,000 | 50,000 | 18,727 | 18,727 | 35,431 CHF | 36,228 CHF | 99.16% | 99.16% |
06/05/2024 | 2.28% | 1.77 CHF | 1.79 CHF | 100,000 | 100,000 | 37,369 | 37,369 | 60,676 CHF | 61,737 CHF | 99.61% | 99.61% |
03/05/2024 | 2.74% | 1.44 CHF | 1.46 CHF | 100,000 | 100,000 | 37,147 | 37,147 | 50,575 CHF | 51,632 CHF | 99.27% | 99.27% |
02/05/2024 | 3.15% | 1.25 CHF | 1.27 CHF | 100,000 | 100,000 | 37,370 | 37,370 | 43,202 CHF | 44,263 CHF | 99.62% | 99.62% |