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 | 0.44% | 2.28 CHF | 2.29 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 68,712 CHF | 23,004 CHF | 99.31% | 99.31% |
15/05/2024 | 0.47% | 2.23 CHF | 2.24 CHF | 30,000 | 20,000 | 30,000 | 19,770 | 65,039 CHF | 43,048 CHF | 98.95% | 98.95% |
14/05/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 62,851 CHF | 42,101 CHF | 99.99% | 99.99% |
13/05/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 62,297 CHF | 20,866 CHF | 100.00% | 100.00% |
10/05/2024 | 0.51% | 2.04 CHF | 2.05 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 62,781 CHF | 21,035 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 2.14 CHF | 2.15 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 62,592 CHF | 20,964 CHF | 100.00% | 100.00% |
07/05/2024 | 0.85% | 2.04 CHF | 2.05 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 60,152 CHF | 20,223 CHF | 98.92% | 98.92% |
06/05/2024 | 0.89% | 1.97 CHF | 1.99 CHF | 30,000 | 10,000 | 29,867 | 9,973 | 59,315 CHF | 19,983 CHF | 100.00% | 100.00% |
03/05/2024 | 1.39% | 1.94 CHF | 1.97 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 9,819 CHF | 9,956 CHF | 98.49% | 98.49% |
02/05/2024 | 1.30% | 2.05 CHF | 2.08 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 10,419 CHF | 10,556 CHF | 99.07% | 99.07% |