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 | 1.70% | 2.77 CHF | 2.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 58,379 CHF | 59,379 CHF | 99.56% | 99.56% |
15/05/2024 | 1.66% | 3.07 CHF | 3.12 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 59,959 CHF | 60,959 CHF | 99.39% | 99.39% |
14/05/2024 | 1.52% | 3.06 CHF | 3.11 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,412 CHF | 66,412 CHF | 99.51% | 99.51% |
13/05/2024 | 1.60% | 3.17 CHF | 3.22 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,136 CHF | 63,136 CHF | 96.81% | 96.81% |
10/05/2024 | 1.65% | 2.96 CHF | 3.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 60,085 CHF | 61,085 CHF | 94.89% | 94.89% |
08/05/2024 | 1.08% | 2.78 CHF | 2.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 55,430 CHF | 56,030 CHF | 99.52% | 99.52% |
07/05/2024 | 1.10% | 2.83 CHF | 2.86 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 81,206 CHF | 82,106 CHF | 99.02% | 99.02% |
06/05/2024 | 1.12% | 2.61 CHF | 2.64 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 79,567 CHF | 80,467 CHF | 99.56% | 99.56% |
03/05/2024 | 1.14% | 2.62 CHF | 2.65 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 78,651 CHF | 79,551 CHF | 99.01% | 99.01% |
02/05/2024 | 1.07% | 2.67 CHF | 2.70 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 83,434 CHF | 84,334 CHF | 99.26% | 99.26% |