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 | 1.74% | 3.14 CHF | 3.19 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 56,786 CHF | 28,890 CHF | 88.56% | 88.56% |
15/05/2024 | 1.95% | 2.74 CHF | 2.80 CHF | 20,000 | 10,000 | 20,000 | 9,920 | 62,270 CHF | 31,506 CHF | 92.57% | 92.57% |
14/05/2024 | 2.22% | 3.30 CHF | 3.38 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 17,843 CHF | 18,242 CHF | 99.75% | 99.75% |
13/05/2024 | 2.41% | 3.36 CHF | 3.44 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 15,997 CHF | 16,387 CHF | 100.00% | 100.00% |
10/05/2024 | 2.71% | 3.16 CHF | 3.26 CHF | 5,000 | 5,000 | 10,937 | 6,979 | 35,603 CHF | 23,265 CHF | 83.71% | 83.71% |
08/05/2024 | 1.96% | 4.34 CHF | 4.42 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 84,209 CHF | 32,203 CHF | 99.64% | 99.64% |
07/05/2024 | 1.74% | 4.61 CHF | 4.69 CHF | 20,000 | 7,500 | 18,181 | 7,500 | 86,884 CHF | 36,654 CHF | 97.06% | 97.06% |
06/05/2024 | 1.93% | 4.78 CHF | 4.88 CHF | 20,000 | 7,500 | 12,673 | 7,500 | 64,018 CHF | 38,998 CHF | 100.00% | 100.00% |
03/05/2024 | 1.87% | 5.50 CHF | 5.61 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 58,265 CHF | 29,680 CHF | 97.84% | 97.84% |
02/05/2024 | 1.84% | 6.21 CHF | 6.33 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 63,363 CHF | 32,270 CHF | 99.34% | 99.34% |