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 | 3.87% | 5.26 CHF | 5.46 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 152,425 CHF | 158,425 CHF | 86.97% | 86.97% |
15/05/2024 | 3.36% | 5.58 CHF | 5.78 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 175,962 CHF | 181,962 CHF | 99.88% | 99.88% |
14/05/2024 | 3.08% | 6.10 CHF | 6.30 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 191,714 CHF | 197,714 CHF | 99.92% | 99.92% |
13/05/2024 | 2.91% | 6.66 CHF | 6.86 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 203,456 CHF | 209,456 CHF | 99.96% | 99.96% |
10/05/2024 | 2.94% | 6.69 CHF | 6.89 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 200,808 CHF | 206,808 CHF | 94.51% | 94.51% |
08/05/2024 | 3.37% | 5.88 CHF | 6.08 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 175,194 CHF | 181,194 CHF | 99.99% | 99.99% |
07/05/2024 | 3.18% | 6.04 CHF | 6.24 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 185,616 CHF | 191,616 CHF | 93.95% | 93.95% |
06/05/2024 | 3.30% | 6.01 CHF | 6.21 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 178,701 CHF | 184,701 CHF | 99.99% | 99.99% |
03/05/2024 | 3.41% | 5.42 CHF | 5.62 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 173,131 CHF | 179,131 CHF | 99.84% | 99.84% |
02/05/2024 | 3.45% | 6.08 CHF | 6.28 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 171,347 CHF | 177,347 CHF | 99.92% | 99.92% |