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 | 3.34% | 1.87 CHF | 1.93 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,702 CHF | 18,303 CHF | 99.07% | 99.07% |
15/05/2024 | 6.54% | 1.62 CHF | 1.76 CHF | 26,530 | 5,000 | 23,930 | 4,947 | 53,526 CHF | 12,100 CHF | 95.62% | 95.62% |
14/05/2024 | 3.56% | 4.20 CHF | 4.34 CHF | 3,750 | 3,750 | 3,750 | 3,750 | 14,647 CHF | 15,176 CHF | 97.83% | 97.83% |
13/05/2024 | 3.30% | 3.36 CHF | 3.47 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 64,258 CHF | 24,905 CHF | 99.31% | 99.31% |
10/05/2024 | 3.90% | 2.87 CHF | 2.98 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 53,828 CHF | 20,988 CHF | 80.90% | 80.90% |
08/05/2024 | 4.21% | 3.21 CHF | 3.34 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 57,772 CHF | 22,592 CHF | 95.66% | 95.66% |
07/05/2024 | 3.78% | 3.24 CHF | 3.37 CHF | 20,000 | 5,000 | 18,430 | 4,776 | 63,265 CHF | 17,009 CHF | 98.23% | 98.23% |
06/05/2024 | 3.66% | 3.65 CHF | 3.78 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 68,044 CHF | 17,645 CHF | 97.26% | 97.26% |
03/05/2024 | 4.24% | 3.32 CHF | 3.47 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 68,036 CHF | 17,745 CHF | 95.60% | 95.60% |
02/05/2024 | 4.33% | 4.04 CHF | 4.20 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 72,596 CHF | 18,949 CHF | 99.09% | 99.09% |