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 | 0.56% | 2.91 CHF | 2.92 CHF | 10,000 | 10,000 | 9,837 | 9,837 | 28,734 CHF | 28,895 CHF | 100.00% | 100.00% |
15/05/2024 | 0.54% | 2.81 CHF | 2.83 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 27,070 CHF | 27,216 CHF | 100.00% | 100.00% |
14/05/2024 | 0.54% | 2.60 CHF | 2.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 25,808 CHF | 25,947 CHF | 100.00% | 100.00% |
13/05/2024 | 0.55% | 2.57 CHF | 2.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 25,339 CHF | 25,480 CHF | 100.00% | 100.00% |
10/05/2024 | 0.53% | 2.48 CHF | 2.49 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 25,631 CHF | 25,769 CHF | 100.00% | 100.00% |
08/05/2024 | 0.53% | 2.64 CHF | 2.66 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 25,522 CHF | 25,658 CHF | 100.00% | 100.00% |
07/05/2024 | 0.53% | 2.48 CHF | 2.49 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 24,226 CHF | 24,354 CHF | 100.00% | 100.00% |
06/05/2024 | 0.54% | 2.37 CHF | 2.38 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,938 CHF | 24,066 CHF | 100.00% | 100.00% |
03/05/2024 | 0.57% | 2.33 CHF | 2.34 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,686 CHF | 23,821 CHF | 100.00% | 100.00% |
02/05/2024 | 0.60% | 2.52 CHF | 2.53 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 25,829 CHF | 25,985 CHF | 100.00% | 100.00% |