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 | 2.84% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,344 CHF | 17,844 CHF | 99.76% | 99.76% |
15/05/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,499 CHF | 17,999 CHF | 100.00% | 100.00% |
14/05/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,794 CHF | 18,294 CHF | 100.00% | 100.00% |
13/05/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,920 CHF | 19,420 CHF | 100.00% | 100.00% |
10/05/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,249 CHF | 19,749 CHF | 100.00% | 100.00% |
08/05/2024 | 2.56% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,260 CHF | 19,760 CHF | 100.00% | 100.00% |
07/05/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,715 CHF | 20,215 CHF | 99.76% | 99.76% |
06/05/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,801 CHF | 25,301 CHF | 99.51% | 99.51% |
03/05/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,057 CHF | 25,557 CHF | 99.72% | 99.72% |
02/05/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,689 CHF | 27,189 CHF | 100.00% | 100.00% |