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 | 0.69% | 2.19 CHF | 2.20 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,184 CHF | 53,855 CHF | 99.25% | 99.25% |
15/05/2024 | 0.70% | 2.15 CHF | 2.16 CHF | 30,000 | 25,000 | 30,000 | 24,952 | 64,515 CHF | 54,035 CHF | 98.90% | 98.90% |
14/05/2024 | 0.72% | 2.12 CHF | 2.14 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,810 CHF | 53,561 CHF | 95.83% | 95.83% |
13/05/2024 | 0.80% | 2.12 CHF | 2.14 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,820 CHF | 53,612 CHF | 91.37% | 91.37% |
10/05/2024 | 0.75% | 2.14 CHF | 2.15 CHF | 30,000 | 25,000 | 28,184 | 23,703 | 59,245 CHF | 50,191 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 2.00 CHF | 2.02 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,916 CHF | 49,485 CHF | 100.00% | 100.00% |
07/05/2024 | 0.85% | 1.95 CHF | 1.96 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,647 CHF | 50,130 CHF | 97.06% | 97.06% |
06/05/2024 | 0.88% | 1.93 CHF | 1.95 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,857 CHF | 47,800 CHF | 96.91% | 96.91% |
03/05/2024 | 0.82% | 1.86 CHF | 1.88 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,118 CHF | 47,149 CHF | 97.93% | 97.93% |
02/05/2024 | 0.82% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,849 CHF | 93,617 CHF | 98.88% | 98.88% |