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 | 1.17% | 3.95 CHF | 3.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 73,787 CHF | 74,653 CHF | 88.56% | 88.56% |
15/05/2024 | 1.25% | 3.60 CHF | 3.65 CHF | 20,000 | 10,000 | 20,000 | 9,974 | 78,228 CHF | 39,506 CHF | 92.57% | 92.57% |
14/05/2024 | 1.60% | 4.06 CHF | 4.13 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 21,405 CHF | 21,750 CHF | 99.99% | 99.99% |
13/05/2024 | 1.70% | 4.11 CHF | 4.18 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 19,880 CHF | 20,221 CHF | 100.00% | 100.00% |
10/05/2024 | 1.72% | 3.93 CHF | 4.01 CHF | 5,000 | 5,000 | 10,937 | 6,979 | 43,795 CHF | 28,362 CHF | 83.72% | 83.72% |
08/05/2024 | 1.26% | 4.81 CHF | 4.87 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 94,308 CHF | 47,754 CHF | 99.64% | 99.64% |
07/05/2024 | 1.17% | 5.00 CHF | 5.06 CHF | 10,000 | 10,000 | 11,023 | 10,000 | 56,489 CHF | 52,024 CHF | 97.06% | 97.06% |
06/05/2024 | 1.26% | 5.12 CHF | 5.19 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 53,369 CHF | 54,045 CHF | 100.00% | 100.00% |
03/05/2024 | 1.23% | 5.60 CHF | 5.68 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 58,195 CHF | 58,913 CHF | 97.87% | 97.87% |
02/05/2024 | 1.22% | 6.07 CHF | 6.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 61,486 CHF | 62,242 CHF | 99.34% | 99.34% |