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 | 2.89% | 12.21 CHF | 12.41 CHF | 20,000 | 20,000 | 12,169 | 7,470 | 148,699 CHF | 93,802 CHF | 99.57% | 99.57% |
15/05/2024 | 3.27% | 11.71 CHF | 11.91 CHF | 20,000 | 20,000 | 12,192 | 7,507 | 132,931 CHF | 85,301 CHF | 98.38% | 98.38% |
14/05/2024 | 3.45% | 10.41 CHF | 10.61 CHF | 20,000 | 20,000 | 12,211 | 7,538 | 123,776 CHF | 78,703 CHF | 97.71% | 97.71% |
13/05/2024 | 3.22% | 10.19 CHF | 10.39 CHF | 20,000 | 20,000 | 12,214 | 7,543 | 130,041 CHF | 80,771 CHF | 97.64% | 97.64% |
10/05/2024 | 3.45% | 10.17 CHF | 10.37 CHF | 20,000 | 20,000 | 12,132 | 7,412 | 123,800 CHF | 77,894 CHF | 98.54% | 98.54% |
08/05/2024 | 3.66% | 9.88 CHF | 10.08 CHF | 20,000 | 20,000 | 12,174 | 7,478 | 116,386 CHF | 73,739 CHF | 99.27% | 99.27% |
07/05/2024 | 3.46% | 10.09 CHF | 10.29 CHF | 20,000 | 20,000 | 12,167 | 7,467 | 123,128 CHF | 77,704 CHF | 99.49% | 99.49% |
06/05/2024 | 3.78% | 9.60 CHF | 9.80 CHF | 30,000 | 30,000 | 14,341 | 11,209 | 133,133 CHF | 107,391 CHF | 99.53% | 99.53% |
03/05/2024 | 3.25% | 8.86 CHF | 9.01 CHF | 30,000 | 30,000 | 14,329 | 11,194 | 120,401 CHF | 97,783 CHF | 99.28% | 99.28% |
02/05/2024 | 3.38% | 7.76 CHF | 7.91 CHF | 30,000 | 30,000 | 14,328 | 11,193 | 110,747 CHF | 88,673 CHF | 99.48% | 99.48% |