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 | 0.68% | 2.29 CHF | 2.30 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,214 CHF | 56,392 CHF | 99.25% | 99.25% |
15/05/2024 | 0.76% | 2.25 CHF | 2.26 CHF | 30,000 | 25,000 | 30,000 | 24,952 | 67,537 CHF | 56,600 CHF | 98.65% | 98.65% |
14/05/2024 | 0.69% | 2.22 CHF | 2.24 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,845 CHF | 56,092 CHF | 95.82% | 95.82% |
13/05/2024 | 0.75% | 2.22 CHF | 2.24 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,863 CHF | 56,138 CHF | 91.37% | 91.37% |
10/05/2024 | 0.71% | 2.24 CHF | 2.25 CHF | 30,000 | 25,000 | 28,184 | 23,703 | 62,099 CHF | 52,585 CHF | 100.00% | 100.00% |
08/05/2024 | 0.73% | 2.10 CHF | 2.12 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,978 CHF | 52,026 CHF | 100.00% | 100.00% |
07/05/2024 | 0.71% | 2.05 CHF | 2.06 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,729 CHF | 52,648 CHF | 97.06% | 97.06% |
06/05/2024 | 0.74% | 2.03 CHF | 2.05 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,945 CHF | 50,326 CHF | 96.91% | 96.91% |
03/05/2024 | 0.81% | 1.96 CHF | 1.98 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,158 CHF | 49,699 CHF | 97.70% | 97.70% |
02/05/2024 | 0.75% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,987 CHF | 98,727 CHF | 99.40% | 99.40% |