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 | 0.57% | 3.00 CHF | 3.01 CHF | 25,000 | 25,000 | 18,662 | 18,662 | 56,244 CHF | 56,535 CHF | 99.35% | 99.35% |
15/05/2024 | 0.77% | 2.97 CHF | 3.00 CHF | 12,500 | 12,500 | 12,399 | 12,399 | 36,511 CHF | 36,791 CHF | 98.95% | 98.95% |
14/05/2024 | 0.70% | 2.92 CHF | 2.94 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 36,896 CHF | 37,157 CHF | 97.99% | 97.99% |
13/05/2024 | 0.47% | 2.32 CHF | 2.33 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,661 CHF | 58,326 CHF | 100.00% | 100.00% |
10/05/2024 | 0.51% | 2.25 CHF | 2.26 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,386 CHF | 56,442 CHF | 100.00% | 100.00% |
08/05/2024 | 0.51% | 2.21 CHF | 2.22 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,706 CHF | 55,871 CHF | 100.00% | 100.00% |
07/05/2024 | 0.54% | 2.23 CHF | 2.24 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,408 CHF | 53,963 CHF | 98.81% | 98.81% |
06/05/2024 | 0.54% | 2.15 CHF | 2.16 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,223 CHF | 53,810 CHF | 100.00% | 100.00% |
03/05/2024 | 0.57% | 2.12 CHF | 2.13 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,054 CHF | 52,006 CHF | 97.81% | 97.81% |
02/05/2024 | 0.49% | 2.01 CHF | 2.02 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,430 CHF | 51,442 CHF | 98.94% | 98.94% |