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 | 0.44% | 2.26 CHF | 2.27 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 67,951 CHF | 22,750 CHF | 99.31% | 99.31% |
15/05/2024 | 0.47% | 2.21 CHF | 2.22 CHF | 30,000 | 20,000 | 30,000 | 19,770 | 64,312 CHF | 42,568 CHF | 98.95% | 98.95% |
14/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 62,117 CHF | 41,611 CHF | 99.99% | 99.99% |
13/05/2024 | 0.51% | 2.07 CHF | 2.08 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 61,453 CHF | 20,590 CHF | 100.00% | 100.00% |
10/05/2024 | 0.48% | 2.01 CHF | 2.02 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 61,961 CHF | 20,754 CHF | 100.00% | 100.00% |
08/05/2024 | 0.52% | 2.11 CHF | 2.12 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 61,751 CHF | 20,690 CHF | 100.00% | 100.00% |
07/05/2024 | 0.85% | 2.02 CHF | 2.03 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 59,296 CHF | 19,934 CHF | 98.83% | 98.83% |
06/05/2024 | 0.83% | 1.94 CHF | 1.96 CHF | 30,000 | 10,000 | 29,867 | 9,973 | 58,503 CHF | 19,698 CHF | 100.00% | 100.00% |
03/05/2024 | 1.42% | 1.91 CHF | 1.94 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 9,680 CHF | 9,818 CHF | 98.63% | 98.63% |
02/05/2024 | 1.32% | 2.02 CHF | 2.05 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 10,277 CHF | 10,414 CHF | 99.12% | 99.12% |