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 | 1.83% | 0.54 CHF | 0.55 CHF | 73,202 | 10,000 | 72,939 | 10,000 | 39,743 CHF | 5,550 CHF | 99.31% | 99.31% |
15/05/2024 | 2.38% | 0.49 CHF | 0.50 CHF | 73,694 | 20,000 | 74,573 | 19,770 | 31,499 CHF | 8,544 CHF | 98.95% | 98.95% |
14/05/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 75,500 | 20,000 | 75,684 | 20,000 | 26,528 CHF | 7,211 CHF | 100.00% | 100.00% |
13/05/2024 | 3.49% | 0.35 CHF | 0.36 CHF | 75,796 | 10,000 | 75,962 | 10,000 | 25,174 CHF | 3,432 CHF | 100.00% | 100.00% |
10/05/2024 | 2.83% | 0.30 CHF | 0.31 CHF | 76,549 | 10,000 | 75,809 | 10,000 | 26,480 CHF | 3,594 CHF | 100.00% | 100.00% |
08/05/2024 | 3.07% | 0.40 CHF | 0.41 CHF | 75,385 | 10,000 | 76,054 | 10,000 | 26,094 CHF | 3,538 CHF | 100.00% | 100.00% |
07/05/2024 | 6.24% | 0.30 CHF | 0.31 CHF | 76,424 | 10,000 | 76,952 | 10,000 | 20,152 CHF | 2,786 CHF | 98.92% | 98.92% |
06/05/2024 | 7.08% | 0.23 CHF | 0.25 CHF | 77,278 | 10,000 | 76,625 | 9,973 | 18,670 CHF | 2,607 CHF | 100.00% | 100.00% |
03/05/2024 | 11.85% | 0.20 CHF | 0.22 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,111 CHF | 1,249 CHF | 98.60% | 98.60% |
02/05/2024 | 7.84% | 0.31 CHF | 0.33 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,706 CHF | 1,842 CHF | 99.01% | 99.01% |