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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 3.70% | 2.91 CHF | 3.02 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 7,758 CHF | 8,050 CHF | 100.00% | 100.00% |
16/05/2024 | 3.91% | 2.58 CHF | 2.67 CHF | 20,000 | 5,000 | 11,755 | 3,732 | 29,828 CHF | 9,550 CHF | 99.32% | 99.32% |
15/05/2024 | 3.55% | 2.36 CHF | 2.44 CHF | 30,000 | 5,000 | 30,000 | 4,944 | 70,491 CHF | 12,031 CHF | 98.95% | 98.95% |
14/05/2024 | 3.03% | 2.34 CHF | 2.40 CHF | 30,000 | 5,000 | 30,000 | 5,000 | 60,494 CHF | 10,389 CHF | 97.33% | 97.33% |
13/05/2024 | 3.64% | 1.64 CHF | 1.70 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 56,929 CHF | 11,069 CHF | 100.00% | 100.00% |
10/05/2024 | 3.36% | 1.44 CHF | 1.49 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 58,627 CHF | 11,368 CHF | 100.00% | 100.00% |
08/05/2024 | 3.24% | 1.37 CHF | 1.42 CHF | 40,000 | 7,500 | 40,000 | 7,500 | 58,148 CHF | 11,261 CHF | 100.00% | 100.00% |
07/05/2024 | 3.41% | 1.37 CHF | 1.41 CHF | 40,000 | 7,500 | 45,511 | 7,500 | 56,198 CHF | 9,621 CHF | 99.98% | 99.98% |
06/05/2024 | 2.85% | 1.21 CHF | 1.25 CHF | 50,000 | 10,000 | 49,760 | 9,973 | 57,529 CHF | 11,860 CHF | 100.00% | 100.00% |
03/05/2024 | 6.01% | 0.92 CHF | 0.97 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,642 CHF | 4,929 CHF | 98.56% | 98.56% |