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 | 1.24% | 2.87 CHF | 2.89 CHF | 100,000 | 100,000 | 37,370 | 37,370 | 107,065 CHF | 108,125 CHF | 99.62% | 99.62% |
15/05/2024 | 1.23% | 2.86 CHF | 2.88 CHF | 100,000 | 100,000 | 37,374 | 37,374 | 106,416 CHF | 107,476 CHF | 99.61% | 99.61% |
14/05/2024 | 1.24% | 2.84 CHF | 2.86 CHF | 100,000 | 100,000 | 37,334 | 37,334 | 105,976 CHF | 107,036 CHF | 99.55% | 99.55% |
13/05/2024 | 1.19% | 2.99 CHF | 3.01 CHF | 50,000 | 50,000 | 18,688 | 18,688 | 55,955 CHF | 56,485 CHF | 99.58% | 99.58% |
10/05/2024 | 1.23% | 3.04 CHF | 3.06 CHF | 50,000 | 50,000 | 18,525 | 18,525 | 53,599 CHF | 54,127 CHF | 98.57% | 98.57% |
08/05/2024 | 1.69% | 2.86 CHF | 2.89 CHF | 50,000 | 50,000 | 18,684 | 18,684 | 56,377 CHF | 57,172 CHF | 99.62% | 99.62% |
07/05/2024 | 1.57% | 3.16 CHF | 3.19 CHF | 50,000 | 50,000 | 18,726 | 18,726 | 62,665 CHF | 63,461 CHF | 99.16% | 99.16% |
06/05/2024 | 1.37% | 3.57 CHF | 3.60 CHF | 50,000 | 50,000 | 18,685 | 18,685 | 70,617 CHF | 71,412 CHF | 99.62% | 99.62% |
03/05/2024 | 1.99% | 4.14 CHF | 4.19 CHF | 50,000 | 50,000 | 26,468 | 18,624 | 115,193 CHF | 81,359 CHF | 99.43% | 99.43% |
02/05/2024 | 1.77% | 4.67 CHF | 4.72 CHF | 30,000 | 30,000 | 15,345 | 11,211 | 75,764 CHF | 55,818 CHF | 99.62% | 99.62% |