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 | 0.55% | 3.17 CHF | 3.18 CHF | 25,000 | 25,000 | 18,662 | 18,662 | 59,333 CHF | 59,626 CHF | 99.35% | 99.35% |
15/05/2024 | 0.70% | 3.14 CHF | 3.16 CHF | 12,500 | 12,500 | 12,399 | 12,399 | 38,550 CHF | 38,821 CHF | 98.95% | 98.95% |
14/05/2024 | 0.71% | 3.08 CHF | 3.10 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 38,943 CHF | 39,219 CHF | 97.97% | 97.97% |
13/05/2024 | 0.43% | 2.48 CHF | 2.49 CHF | 30,000 | 25,000 | 28,519 | 25,000 | 70,912 CHF | 62,459 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 2.42 CHF | 2.43 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 72,356 CHF | 60,556 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 2.37 CHF | 2.38 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,623 CHF | 59,976 CHF | 100.00% | 100.00% |
07/05/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,375 CHF | 58,062 CHF | 98.00% | 98.00% |
06/05/2024 | 0.46% | 2.31 CHF | 2.32 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,189 CHF | 57,921 CHF | 100.00% | 100.00% |
03/05/2024 | 0.51% | 2.28 CHF | 2.29 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,989 CHF | 56,111 CHF | 98.59% | 98.59% |
02/05/2024 | 0.48% | 2.18 CHF | 2.19 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,371 CHF | 55,575 CHF | 99.12% | 99.12% |