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 | 2.28% | 2.33 CHF | 2.36 CHF | 50,000 | 50,000 | 34,342 | 18,685 | 79,713 CHF | 44,340 CHF | 99.62% | 99.62% |
15/05/2024 | 2.30% | 2.36 CHF | 2.39 CHF | 50,000 | 50,000 | 34,133 | 18,686 | 79,535 CHF | 45,059 CHF | 99.61% | 99.61% |
14/05/2024 | 2.23% | 2.42 CHF | 2.45 CHF | 50,000 | 50,000 | 34,342 | 18,685 | 82,098 CHF | 45,824 CHF | 99.62% | 99.62% |
13/05/2024 | 2.42% | 2.21 CHF | 2.24 CHF | 50,000 | 50,000 | 18,684 | 18,684 | 40,664 CHF | 41,460 CHF | 99.60% | 99.60% |
10/05/2024 | 2.29% | 2.14 CHF | 2.17 CHF | 50,000 | 50,000 | 32,821 | 18,485 | 76,102 CHF | 44,088 CHF | 98.44% | 98.44% |
08/05/2024 | 2.66% | 2.38 CHF | 2.41 CHF | 50,000 | 50,000 | 18,685 | 18,685 | 40,449 CHF | 41,245 CHF | 99.63% | 99.63% |
07/05/2024 | 3.03% | 1.99 CHF | 2.02 CHF | 50,000 | 50,000 | 18,726 | 18,726 | 33,411 CHF | 34,208 CHF | 99.16% | 99.16% |
06/05/2024 | 2.52% | 1.64 CHF | 1.66 CHF | 100,000 | 100,000 | 37,369 | 37,369 | 55,407 CHF | 56,467 CHF | 99.62% | 99.62% |
03/05/2024 | 3.15% | 1.28 CHF | 1.30 CHF | 100,000 | 100,000 | 37,352 | 37,352 | 44,686 CHF | 45,747 CHF | 99.60% | 99.60% |
02/05/2024 | 3.75% | 1.07 CHF | 1.09 CHF | 100,000 | 100,000 | 37,368 | 37,368 | 36,517 CHF | 37,578 CHF | 99.61% | 99.61% |