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 | 1.55% | 5.45 CHF | 5.54 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 110,874 CHF | 112,600 CHF | 98.83% | 98.83% |
15/05/2024 | 1.53% | 5.77 CHF | 5.86 CHF | 20,000 | 20,000 | 19,795 | 19,770 | 113,547 CHF | 115,137 CHF | 98.95% | 98.95% |
14/05/2024 | 1.50% | 5.81 CHF | 5.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 112,995 CHF | 114,700 CHF | 99.98% | 99.98% |
13/05/2024 | 1.47% | 5.57 CHF | 5.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 110,871 CHF | 112,511 CHF | 100.00% | 100.00% |
10/05/2024 | 1.40% | 5.43 CHF | 5.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 105,668 CHF | 107,156 CHF | 100.00% | 100.00% |
08/05/2024 | 1.44% | 4.94 CHF | 5.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 98,863 CHF | 100,295 CHF | 100.00% | 100.00% |
07/05/2024 | 1.41% | 4.75 CHF | 4.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 92,216 CHF | 93,523 CHF | 98.92% | 98.92% |
06/05/2024 | 1.46% | 4.32 CHF | 4.39 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 88,609 CHF | 89,913 CHF | 100.00% | 100.00% |
03/05/2024 | 1.53% | 4.30 CHF | 4.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 88,860 CHF | 90,232 CHF | 98.61% | 98.61% |
02/05/2024 | 1.51% | 4.53 CHF | 4.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 91,432 CHF | 92,819 CHF | 99.13% | 99.13% |