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 | 1.64% | 6.43 CHF | 6.53 CHF | 10,000 | 5,000 | 6,196 | 3,732 | 39,383 CHF | 23,913 CHF | 99.32% | 99.32% |
15/05/2024 | 1.50% | 6.18 CHF | 6.27 CHF | 10,000 | 5,000 | 10,000 | 4,944 | 61,763 CHF | 30,992 CHF | 98.95% | 98.95% |
14/05/2024 | 1.39% | 6.17 CHF | 6.25 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 57,444 CHF | 29,123 CHF | 97.27% | 97.27% |
13/05/2024 | 1.50% | 5.25 CHF | 5.32 CHF | 10,000 | 5,000 | 18,270 | 5,000 | 89,789 CHF | 25,039 CHF | 100.00% | 100.00% |
10/05/2024 | 1.45% | 4.95 CHF | 5.03 CHF | 20,000 | 5,000 | 15,444 | 5,000 | 76,706 CHF | 25,308 CHF | 100.00% | 100.00% |
08/05/2024 | 1.44% | 4.85 CHF | 4.92 CHF | 20,000 | 5,000 | 17,326 | 5,000 | 85,811 CHF | 25,207 CHF | 100.00% | 100.00% |
07/05/2024 | 1.47% | 4.84 CHF | 4.91 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 92,763 CHF | 23,534 CHF | 99.98% | 99.98% |
06/05/2024 | 1.35% | 4.60 CHF | 4.66 CHF | 20,000 | 5,000 | 19,907 | 4,987 | 89,446 CHF | 22,709 CHF | 100.00% | 100.00% |
03/05/2024 | 2.05% | 4.06 CHF | 4.14 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 10,191 CHF | 10,401 CHF | 98.55% | 98.55% |
02/05/2024 | 1.83% | 4.26 CHF | 4.33 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 10,111 CHF | 10,297 CHF | 99.11% | 99.11% |