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 | 3.98% | 6.54 CHF | 6.80 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 64,437 CHF | 33,525 CHF | 99.03% | 99.03% |
15/05/2024 | 3.58% | 6.26 CHF | 6.48 CHF | 10,000 | 5,000 | 10,000 | 4,949 | 60,688 CHF | 31,124 CHF | 98.11% | 98.11% |
14/05/2024 | 4.02% | 5.37 CHF | 5.59 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 53,788 CHF | 27,996 CHF | 99.13% | 99.13% |
13/05/2024 | 3.40% | 5.36 CHF | 5.54 CHF | 10,000 | 7,500 | 12,956 | 7,500 | 65,737 CHF | 40,111 CHF | 99.38% | 99.38% |
10/05/2024 | 3.07% | 4.46 CHF | 4.59 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 83,996 CHF | 32,479 CHF | 99.42% | 99.42% |
08/05/2024 | 3.26% | 3.17 CHF | 3.28 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 64,297 CHF | 33,212 CHF | 98.83% | 98.83% |
07/05/2024 | 4.35% | 2.60 CHF | 2.71 CHF | 20,000 | 10,000 | 22,609 | 10,000 | 57,234 CHF | 26,609 CHF | 97.06% | 97.06% |
06/05/2024 | 3.80% | 2.85 CHF | 2.95 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 54,703 CHF | 28,411 CHF | 100.00% | 100.00% |
03/05/2024 | 3.63% | 2.63 CHF | 2.73 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 54,565 CHF | 28,291 CHF | 97.93% | 97.93% |
02/05/2024 | 4.27% | 2.54 CHF | 2.65 CHF | 20,000 | 10,000 | 20,639 | 10,000 | 53,835 CHF | 27,270 CHF | 99.40% | 99.40% |