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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 3.42% | 2.89 CHF | 3.00 CHF | 20,000 | 7,500 | 20,000 | 7,421 | 68,380 CHF | 26,263 CHF | 95.62% | 95.62% |
14/05/2024 | 2.57% | 4.93 CHF | 5.05 CHF | 3,750 | 3,750 | 3,750 | 3,750 | 17,562 CHF | 18,018 CHF | 97.83% | 97.83% |
13/05/2024 | 2.27% | 4.23 CHF | 4.32 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 81,959 CHF | 31,440 CHF | 99.31% | 99.31% |
10/05/2024 | 2.51% | 3.80 CHF | 3.89 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 72,813 CHF | 28,000 CHF | 80.90% | 80.90% |
08/05/2024 | 2.68% | 4.08 CHF | 4.19 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 76,277 CHF | 29,381 CHF | 95.66% | 95.66% |
07/05/2024 | 2.50% | 4.10 CHF | 4.21 CHF | 20,000 | 7,500 | 18,542 | 7,163 | 79,037 CHF | 31,290 CHF | 98.22% | 98.22% |
06/05/2024 | 2.41% | 4.44 CHF | 4.54 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 84,722 CHF | 32,546 CHF | 97.26% | 97.26% |
03/05/2024 | 2.64% | 4.18 CHF | 4.29 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 84,780 CHF | 32,642 CHF | 95.58% | 95.58% |
02/05/2024 | 2.71% | 4.74 CHF | 4.86 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 88,495 CHF | 34,095 CHF | 99.10% | 99.10% |
30/04/2024 | 2.11% | 4.91 CHF | 5.01 CHF | 20,000 | 7,500 | 18,604 | 7,500 | 88,588 CHF | 36,667 CHF | 99.30% | 99.30% |