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 | 0.50% | 3.62 CHF | 3.63 CHF | 50,000 | 50,000 | 18,705 | 18,705 | 67,110 CHF | 67,375 CHF | 99.50% | 99.50% |
15/05/2024 | 0.57% | 3.48 CHF | 3.49 CHF | 50,000 | 50,000 | 18,721 | 18,721 | 60,432 CHF | 60,698 CHF | 99.13% | 99.13% |
14/05/2024 | 0.61% | 2.99 CHF | 3.00 CHF | 50,000 | 50,000 | 18,686 | 18,686 | 54,494 CHF | 54,760 CHF | 99.57% | 99.57% |
13/05/2024 | 0.60% | 2.93 CHF | 2.94 CHF | 50,000 | 50,000 | 18,726 | 18,726 | 54,349 CHF | 54,614 CHF | 99.08% | 99.08% |
10/05/2024 | 0.62% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 18,526 | 18,526 | 53,932 CHF | 54,196 CHF | 98.49% | 98.49% |
08/05/2024 | 0.60% | 2.96 CHF | 2.97 CHF | 50,000 | 50,000 | 18,690 | 18,690 | 55,665 CHF | 55,930 CHF | 99.51% | 99.51% |
07/05/2024 | 0.58% | 2.98 CHF | 2.99 CHF | 50,000 | 50,000 | 18,816 | 18,816 | 56,412 CHF | 56,678 CHF | 98.28% | 98.28% |
06/05/2024 | 0.62% | 3.12 CHF | 3.13 CHF | 50,000 | 50,000 | 18,772 | 18,772 | 55,976 CHF | 56,242 CHF | 98.27% | 98.27% |
03/05/2024 | 0.70% | 2.66 CHF | 2.67 CHF | 100,000 | 100,000 | 37,358 | 37,358 | 98,312 CHF | 98,842 CHF | 99.54% | 99.54% |
02/05/2024 | 0.76% | 2.40 CHF | 2.41 CHF | 100,000 | 100,000 | 37,625 | 37,625 | 87,573 CHF | 88,105 CHF | 98.14% | 98.14% |