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 | 0.68% | 2.15 CHF | 2.16 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,904 CHF | 55,294 CHF | 99.25% | 99.25% |
15/05/2024 | 0.69% | 2.19 CHF | 2.21 CHF | 30,000 | 25,000 | 30,000 | 24,952 | 65,575 CHF | 54,917 CHF | 98.90% | 98.90% |
14/05/2024 | 0.70% | 2.22 CHF | 2.23 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,321 CHF | 55,658 CHF | 95.83% | 95.83% |
13/05/2024 | 0.64% | 2.22 CHF | 2.23 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,337 CHF | 55,638 CHF | 91.37% | 91.37% |
10/05/2024 | 0.73% | 2.20 CHF | 2.22 CHF | 30,000 | 25,000 | 28,184 | 23,703 | 63,154 CHF | 53,488 CHF | 100.00% | 100.00% |
08/05/2024 | 0.63% | 2.41 CHF | 2.43 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 73,540 CHF | 61,671 CHF | 100.00% | 100.00% |
07/05/2024 | 0.62% | 2.47 CHF | 2.48 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 72,822 CHF | 61,061 CHF | 97.06% | 97.06% |
06/05/2024 | 0.61% | 2.48 CHF | 2.50 CHF | 30,000 | 25,000 | 25,298 | 25,000 | 63,753 CHF | 63,399 CHF | 96.91% | 96.91% |
03/05/2024 | 0.57% | 2.56 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,735 CHF | 64,101 CHF | 97.93% | 97.93% |
02/05/2024 | 0.57% | 2.56 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,149 CHF | 128,883 CHF | 98.45% | 98.45% |