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 | 0.90% | 3.27 CHF | 3.30 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 66,048 CHF | 33,324 CHF | 99.53% | 99.53% |
15/05/2024 | 0.79% | 3.67 CHF | 3.70 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 75,616 CHF | 38,108 CHF | 99.51% | 99.51% |
14/05/2024 | 0.87% | 3.65 CHF | 3.68 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 68,946 CHF | 34,773 CHF | 99.54% | 99.54% |
13/05/2024 | 0.88% | 3.29 CHF | 3.32 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 67,672 CHF | 34,136 CHF | 99.57% | 99.57% |
10/05/2024 | 0.87% | 3.37 CHF | 3.40 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 68,698 CHF | 34,649 CHF | 98.19% | 98.19% |
08/05/2024 | 0.83% | 3.56 CHF | 3.59 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 72,072 CHF | 36,336 CHF | 98.50% | 98.50% |
07/05/2024 | 0.84% | 3.65 CHF | 3.68 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 71,005 CHF | 71,605 CHF | 95.44% | 95.44% |
06/05/2024 | 1.05% | 3.04 CHF | 3.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 57,009 CHF | 57,609 CHF | 99.57% | 99.57% |
03/05/2024 | 0.79% | 2.50 CHF | 2.52 CHF | 20,000 | 20,000 | 23,859 | 20,000 | 60,189 CHF | 51,133 CHF | 89.40% | 89.40% |
02/05/2024 | 0.84% | 2.35 CHF | 2.37 CHF | 30,000 | 20,000 | 28,742 | 20,000 | 67,925 CHF | 47,814 CHF | 97.01% | 97.01% |