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 | 2.07% | 4.50 CHF | 4.55 CHF | 30,000 | 30,000 | 22,172 | 11,214 | 95,323 CHF | 49,653 CHF | 99.66% | 99.66% |
15/05/2024 | 2.18% | 4.17 CHF | 4.22 CHF | 30,000 | 30,000 | 22,170 | 11,208 | 90,102 CHF | 46,827 CHF | 99.62% | 99.62% |
14/05/2024 | 2.28% | 3.98 CHF | 4.03 CHF | 30,000 | 30,000 | 22,169 | 11,205 | 85,999 CHF | 44,570 CHF | 99.59% | 99.59% |
13/05/2024 | 2.51% | 3.57 CHF | 3.62 CHF | 30,000 | 30,000 | 22,301 | 11,523 | 77,597 CHF | 40,840 CHF | 94.06% | 94.06% |
10/05/2024 | 2.27% | 3.80 CHF | 3.85 CHF | 30,000 | 30,000 | 22,113 | 11,072 | 85,606 CHF | 43,346 CHF | 98.36% | 98.36% |
08/05/2024 | 2.18% | 4.03 CHF | 4.08 CHF | 30,000 | 30,000 | 22,172 | 11,213 | 89,528 CHF | 45,973 CHF | 99.64% | 99.64% |
07/05/2024 | 2.29% | 4.15 CHF | 4.20 CHF | 30,000 | 30,000 | 22,172 | 11,213 | 86,331 CHF | 45,347 CHF | 99.64% | 99.64% |
06/05/2024 | 2.37% | 3.71 CHF | 3.76 CHF | 50,000 | 50,000 | 26,516 | 18,688 | 98,291 CHF | 70,584 CHF | 99.65% | 99.65% |
03/05/2024 | 2.38% | 3.45 CHF | 3.50 CHF | 50,000 | 50,000 | 26,477 | 18,636 | 96,261 CHF | 68,316 CHF | 99.48% | 99.48% |
02/05/2024 | 2.50% | 3.57 CHF | 3.62 CHF | 50,000 | 50,000 | 26,458 | 18,611 | 93,698 CHF | 67,375 CHF | 99.41% | 99.41% |