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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.28% | 2.93 CHF | 2.97 CHF | 20,000 | 20,000 | 19,897 | 19,897 | 55,034 CHF | 55,741 CHF | 95.62% | 95.62% |
14/05/2024 | 2.48% | 2.28 CHF | 2.34 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,724 CHF | 24,318 CHF | 97.83% | 97.83% |
13/05/2024 | 1.58% | 2.56 CHF | 2.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 52,363 CHF | 53,194 CHF | 99.31% | 99.31% |
10/05/2024 | 1.48% | 2.78 CHF | 2.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 56,906 CHF | 57,753 CHF | 80.90% | 80.90% |
08/05/2024 | 1.41% | 2.67 CHF | 2.71 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 55,389 CHF | 56,175 CHF | 95.66% | 95.66% |
07/05/2024 | 1.59% | 2.66 CHF | 2.70 CHF | 20,000 | 20,000 | 19,103 | 19,103 | 49,652 CHF | 50,429 CHF | 98.22% | 98.22% |
06/05/2024 | 1.50% | 2.54 CHF | 2.57 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 52,246 CHF | 53,037 CHF | 97.26% | 97.26% |
03/05/2024 | 1.37% | 2.63 CHF | 2.67 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 52,260 CHF | 52,982 CHF | 95.73% | 95.73% |
02/05/2024 | 1.40% | 2.45 CHF | 2.49 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 50,899 CHF | 51,617 CHF | 99.10% | 99.10% |
30/04/2024 | 1.64% | 2.41 CHF | 2.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 49,234 CHF | 50,045 CHF | 99.30% | 99.30% |