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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 5.51% | 1.63 CHF | 1.73 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 9,160 CHF | 9,673 CHF | 97.83% | 97.83% |
13/05/2024 | 4.08% | 2.21 CHF | 2.31 CHF | 30,000 | 7,500 | 29,909 | 7,500 | 70,209 CHF | 18,342 CHF | 99.30% | 99.30% |
10/05/2024 | 3.34% | 2.72 CHF | 2.82 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 57,825 CHF | 22,420 CHF | 80.90% | 80.90% |
08/05/2024 | 3.12% | 2.49 CHF | 2.58 CHF | 30,000 | 10,000 | 20,417 | 10,000 | 55,367 CHF | 28,026 CHF | 95.66% | 95.66% |
07/05/2024 | 3.56% | 2.47 CHF | 2.55 CHF | 30,000 | 10,000 | 27,757 | 9,551 | 65,135 CHF | 23,224 CHF | 98.22% | 98.22% |
06/05/2024 | 3.52% | 2.21 CHF | 2.30 CHF | 30,000 | 10,000 | 29,803 | 10,000 | 70,852 CHF | 24,633 CHF | 97.26% | 97.26% |
03/05/2024 | 3.21% | 2.43 CHF | 2.50 CHF | 30,000 | 10,000 | 29,061 | 10,000 | 69,130 CHF | 24,615 CHF | 95.73% | 95.73% |
02/05/2024 | 3.08% | 2.06 CHF | 2.13 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 67,279 CHF | 23,126 CHF | 99.11% | 99.11% |
30/04/2024 | 4.54% | 1.99 CHF | 2.09 CHF | 30,000 | 7,500 | 30,151 | 7,500 | 63,579 CHF | 16,567 CHF | 99.22% | 99.22% |
29/04/2024 | 3.91% | 2.63 CHF | 2.74 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 55,549 CHF | 21,661 CHF | 98.60% | 98.60% |