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 | 3.55% | 0.28 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,912 CHF | 7,162 CHF | 99.76% | 99.76% |
15/05/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,726 CHF | 6,976 CHF | 100.00% | 100.00% |
14/05/2024 | 3.68% | 0.27 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,672 CHF | 6,922 CHF | 100.00% | 100.00% |
13/05/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,268 CHF | 6,518 CHF | 100.00% | 100.00% |
10/05/2024 | 3.69% | 0.26 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,648 CHF | 6,898 CHF | 100.00% | 100.00% |
08/05/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,479 CHF | 7,729 CHF | 100.00% | 100.00% |
07/05/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,463 CHF | 7,713 CHF | 99.73% | 99.73% |
06/05/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,262 CHF | 7,512 CHF | 99.52% | 99.52% |
03/05/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,334 CHF | 7,584 CHF | 99.72% | 99.72% |
02/05/2024 | 3.49% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,037 CHF | 7,287 CHF | 100.00% | 100.00% |