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 | 3.06% | 3.54 CHF | 3.66 CHF | 4,000 | 4,000 | 3,947 | 3,947 | 14,461 CHF | 14,910 CHF | 100.00% | 100.00% |
15/05/2024 | 2.27% | 3.99 CHF | 4.11 CHF | 4,000 | 4,000 | 3,242 | 3,242 | 12,671 CHF | 12,964 CHF | 100.00% | 100.00% |
14/05/2024 | 1.95% | 4.13 CHF | 4.21 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 16,564 CHF | 16,891 CHF | 100.00% | 100.00% |
13/05/2024 | 2.07% | 3.77 CHF | 3.84 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 14,313 CHF | 14,613 CHF | 100.00% | 100.00% |
10/05/2024 | 2.07% | 3.44 CHF | 3.51 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 13,416 CHF | 13,697 CHF | 100.00% | 100.00% |
08/05/2024 | 2.34% | 3.25 CHF | 3.33 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 10,685 CHF | 10,937 CHF | 100.00% | 100.00% |
07/05/2024 | 2.04% | 3.89 CHF | 3.97 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 14,929 CHF | 15,237 CHF | 100.00% | 100.00% |
06/05/2024 | 2.10% | 3.49 CHF | 3.57 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 14,703 CHF | 15,014 CHF | 100.00% | 100.00% |
03/05/2024 | 2.07% | 3.65 CHF | 3.73 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 15,712 CHF | 16,040 CHF | 100.00% | 100.00% |
02/05/2024 | 1.99% | 3.97 CHF | 4.06 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 16,416 CHF | 16,746 CHF | 100.00% | 100.00% |