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 | 0.99% | 5.42 CHF | 5.45 CHF | 50,000 | 50,000 | 18,686 | 18,686 | 101,067 CHF | 101,863 CHF | 99.62% | 99.62% |
15/05/2024 | 0.99% | 5.43 CHF | 5.46 CHF | 50,000 | 50,000 | 18,687 | 18,687 | 101,777 CHF | 102,573 CHF | 99.61% | 99.61% |
14/05/2024 | 0.98% | 5.49 CHF | 5.52 CHF | 50,000 | 50,000 | 18,684 | 18,684 | 102,513 CHF | 103,308 CHF | 99.60% | 99.60% |
13/05/2024 | 1.01% | 5.29 CHF | 5.32 CHF | 50,000 | 50,000 | 18,685 | 18,685 | 98,271 CHF | 99,066 CHF | 99.61% | 99.61% |
10/05/2024 | 0.99% | 5.22 CHF | 5.25 CHF | 50,000 | 50,000 | 18,526 | 18,526 | 100,286 CHF | 101,078 CHF | 98.57% | 98.57% |
08/05/2024 | 1.05% | 5.46 CHF | 5.49 CHF | 50,000 | 50,000 | 18,684 | 18,684 | 97,997 CHF | 98,792 CHF | 99.62% | 99.62% |
07/05/2024 | 1.11% | 5.06 CHF | 5.09 CHF | 50,000 | 50,000 | 18,726 | 18,726 | 90,576 CHF | 91,373 CHF | 99.16% | 99.16% |
06/05/2024 | 1.23% | 4.65 CHF | 4.68 CHF | 50,000 | 50,000 | 18,685 | 18,685 | 83,020 CHF | 83,816 CHF | 99.62% | 99.62% |
03/05/2024 | 1.35% | 4.17 CHF | 4.20 CHF | 50,000 | 50,000 | 18,721 | 18,721 | 75,875 CHF | 76,671 CHF | 98.95% | 98.95% |
02/05/2024 | 1.45% | 3.89 CHF | 3.92 CHF | 50,000 | 50,000 | 18,595 | 18,595 | 69,449 CHF | 70,243 CHF | 99.34% | 99.34% |