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 | 0.32% | 3.70 CHF | 3.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 188,434 CHF | 189,037 CHF | 88.56% | 88.56% |
15/05/2024 | 0.33% | 3.79 CHF | 3.80 CHF | 50,000 | 50,000 | 49,741 | 49,741 | 184,891 CHF | 185,495 CHF | 92.57% | 92.57% |
14/05/2024 | 0.61% | 3.68 CHF | 3.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,551 CHF | 91,108 CHF | 99.99% | 99.99% |
13/05/2024 | 0.59% | 3.66 CHF | 3.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,484 CHF | 93,027 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 3.72 CHF | 3.74 CHF | 25,000 | 25,000 | 34,894 | 34,894 | 129,297 CHF | 129,886 CHF | 83.72% | 83.72% |
08/05/2024 | 0.34% | 3.54 CHF | 3.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,965 CHF | 178,578 CHF | 99.64% | 99.64% |
07/05/2024 | 0.31% | 3.50 CHF | 3.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,845 CHF | 174,380 CHF | 97.06% | 97.06% |
06/05/2024 | 0.31% | 3.48 CHF | 3.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,265 CHF | 172,800 CHF | 100.00% | 100.00% |
03/05/2024 | 0.36% | 3.40 CHF | 3.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,275 CHF | 168,878 CHF | 97.79% | 97.79% |
02/05/2024 | 0.32% | 3.33 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,755 CHF | 166,288 CHF | 99.40% | 99.40% |