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 | 1.58% | 0.62 CHF | 0.63 CHF | 73,158 | 10,000 | 72,943 | 10,000 | 45,973 CHF | 6,404 CHF | 99.31% | 99.31% |
15/05/2024 | 1.99% | 0.57 CHF | 0.58 CHF | 73,779 | 20,000 | 74,566 | 19,770 | 37,852 CHF | 10,230 CHF | 98.95% | 98.95% |
14/05/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 75,437 | 20,000 | 75,684 | 20,000 | 32,922 CHF | 8,901 CHF | 99.99% | 99.99% |
13/05/2024 | 2.82% | 0.43 CHF | 0.45 CHF | 75,804 | 10,000 | 75,962 | 10,000 | 31,640 CHF | 4,284 CHF | 100.00% | 100.00% |
10/05/2024 | 2.72% | 0.38 CHF | 0.39 CHF | 76,500 | 10,000 | 75,802 | 10,000 | 32,854 CHF | 4,454 CHF | 100.00% | 100.00% |
08/05/2024 | 2.31% | 0.48 CHF | 0.49 CHF | 75,425 | 10,000 | 76,050 | 10,000 | 32,622 CHF | 4,390 CHF | 100.00% | 100.00% |
07/05/2024 | 4.80% | 0.39 CHF | 0.40 CHF | 76,375 | 10,000 | 76,952 | 10,000 | 26,658 CHF | 3,634 CHF | 98.92% | 98.92% |
06/05/2024 | 5.12% | 0.31 CHF | 0.33 CHF | 77,261 | 10,000 | 76,632 | 9,973 | 25,195 CHF | 3,451 CHF | 100.00% | 100.00% |
03/05/2024 | 8.68% | 0.28 CHF | 0.31 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,535 CHF | 1,674 CHF | 98.61% | 98.61% |
02/05/2024 | 6.40% | 0.39 CHF | 0.42 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,130 CHF | 2,270 CHF | 98.94% | 98.94% |