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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.69% | 2.97 CHF | 2.99 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 86,772 CHF | 87,372 CHF | 95.21% | 95.21% |
14/05/2024 | 0.69% | 2.82 CHF | 2.84 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 86,281 CHF | 86,881 CHF | 85.11% | 85.11% |
13/05/2024 | 0.62% | 3.17 CHF | 3.19 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 96,631 CHF | 97,231 CHF | 99.06% | 99.06% |
10/05/2024 | 0.59% | 3.41 CHF | 3.43 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 100,776 CHF | 101,376 CHF | 98.16% | 98.16% |
08/05/2024 | 0.59% | 3.37 CHF | 3.39 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 102,029 CHF | 102,629 CHF | 93.48% | 93.48% |
07/05/2024 | 0.61% | 3.25 CHF | 3.27 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 98,525 CHF | 99,125 CHF | 99.52% | 99.52% |
06/05/2024 | 0.59% | 3.37 CHF | 3.39 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 67,266 CHF | 67,666 CHF | 99.54% | 99.54% |
03/05/2024 | 0.86% | 3.50 CHF | 3.53 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 69,851 CHF | 70,451 CHF | 98.77% | 98.77% |
02/05/2024 | 0.82% | 3.60 CHF | 3.63 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 72,458 CHF | 73,058 CHF | 92.82% | 92.82% |
30/04/2024 | 0.58% | 3.60 CHF | 3.62 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 103,055 CHF | 103,655 CHF | 85.41% | 85.41% |