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 | 0.42% | 2.38 CHF | 2.39 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 71,820 CHF | 24,040 CHF | 99.31% | 99.31% |
15/05/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 30,000 | 20,000 | 30,000 | 19,770 | 68,138 CHF | 45,089 CHF | 98.95% | 98.95% |
14/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 65,988 CHF | 44,192 CHF | 99.69% | 99.69% |
13/05/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 65,419 CHF | 21,906 CHF | 100.00% | 100.00% |
10/05/2024 | 0.56% | 2.15 CHF | 2.16 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 65,886 CHF | 22,085 CHF | 100.00% | 100.00% |
08/05/2024 | 0.46% | 2.25 CHF | 2.26 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 65,721 CHF | 22,007 CHF | 100.00% | 100.00% |
07/05/2024 | 0.77% | 2.15 CHF | 2.16 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 63,282 CHF | 21,257 CHF | 98.79% | 98.79% |
06/05/2024 | 0.84% | 2.08 CHF | 2.09 CHF | 30,000 | 10,000 | 29,867 | 9,973 | 62,435 CHF | 21,024 CHF | 100.00% | 100.00% |
03/05/2024 | 1.33% | 2.04 CHF | 2.07 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 10,335 CHF | 10,474 CHF | 98.62% | 98.62% |
02/05/2024 | 1.26% | 2.15 CHF | 2.18 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 10,938 CHF | 11,077 CHF | 99.13% | 99.13% |