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 | 0.34% | 2.96 CHF | 2.97 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 88,282 CHF | 88,582 CHF | 98.72% | 98.72% |
15/05/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 82,713 CHF | 83,013 CHF | 99.49% | 99.49% |
14/05/2024 | 0.69% | 2.80 CHF | 2.82 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 86,758 CHF | 87,358 CHF | 99.53% | 99.53% |
13/05/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 87,667 CHF | 87,967 CHF | 99.57% | 99.57% |
10/05/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 87,030 CHF | 87,330 CHF | 98.19% | 98.19% |
08/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 85,019 CHF | 85,319 CHF | 98.51% | 98.51% |
07/05/2024 | 0.69% | 2.82 CHF | 2.84 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 86,156 CHF | 86,756 CHF | 95.44% | 95.44% |
06/05/2024 | 0.61% | 3.13 CHF | 3.15 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 97,652 CHF | 98,252 CHF | 99.57% | 99.57% |
03/05/2024 | 0.58% | 3.50 CHF | 3.52 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 69,339 CHF | 69,739 CHF | 80.62% | 80.62% |
02/05/2024 | 0.55% | 3.63 CHF | 3.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 72,348 CHF | 72,748 CHF | 96.94% | 96.94% |