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 | 2.35% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,011 CHF | 21,511 CHF | 99.76% | 99.76% |
15/05/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,861 CHF | 21,361 CHF | 100.00% | 100.00% |
14/05/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,491 CHF | 20,991 CHF | 100.00% | 100.00% |
13/05/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,515 CHF | 20,015 CHF | 100.00% | 100.00% |
10/05/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,094 CHF | 19,594 CHF | 100.00% | 100.00% |
08/05/2024 | 2.59% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,068 CHF | 19,568 CHF | 100.00% | 100.00% |
07/05/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,655 CHF | 19,155 CHF | 99.75% | 99.75% |
06/05/2024 | 3.61% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,613 CHF | 14,113 CHF | 99.51% | 99.51% |
03/05/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 49,975 | 50,000 | 13,393 CHF | 13,900 CHF | 99.72% | 99.72% |
02/05/2024 | 4.19% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,690 CHF | 12,190 CHF | 100.00% | 100.00% |