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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 3.64% | 4.93 CHF | 5.03 CHF | 50,000 | 50,000 | 26,644 | 18,859 | 128,941 CHF | 94,407 CHF | 97.58% | 97.58% |
21/05/2024 | 4.00% | 4.65 CHF | 4.75 CHF | 50,000 | 50,000 | 26,512 | 18,683 | 117,424 CHF | 86,103 CHF | 99.53% | 99.53% |
17/05/2024 | 4.39% | 3.75 CHF | 3.85 CHF | 50,000 | 50,000 | 26,551 | 18,735 | 103,725 CHF | 75,131 CHF | 99.01% | 99.01% |
16/05/2024 | 4.25% | 4.12 CHF | 4.22 CHF | 50,000 | 50,000 | 26,508 | 18,678 | 109,561 CHF | 80,186 CHF | 99.54% | 99.54% |
15/05/2024 | 4.95% | 3.92 CHF | 4.02 CHF | 50,000 | 50,000 | 26,585 | 18,780 | 95,746 CHF | 71,367 CHF | 98.46% | 98.46% |
14/05/2024 | 5.31% | 3.39 CHF | 3.49 CHF | 50,000 | 50,000 | 26,629 | 18,839 | 87,138 CHF | 64,471 CHF | 97.72% | 97.72% |
13/05/2024 | 4.86% | 3.30 CHF | 3.40 CHF | 50,000 | 50,000 | 26,639 | 18,852 | 92,160 CHF | 66,612 CHF | 97.64% | 97.64% |
10/05/2024 | 5.28% | 3.30 CHF | 3.40 CHF | 50,000 | 50,000 | 26,395 | 18,527 | 87,236 CHF | 64,017 CHF | 98.57% | 98.57% |
08/05/2024 | 2.85% | 3.20 CHF | 3.25 CHF | 50,000 | 50,000 | 26,529 | 18,705 | 81,835 CHF | 59,074 CHF | 99.34% | 99.34% |
07/05/2024 | 5.30% | 3.27 CHF | 3.37 CHF | 50,000 | 50,000 | 26,507 | 18,676 | 86,861 CHF | 63,896 CHF | 99.57% | 99.57% |