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% | 3.26 CHF | 3.27 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 15,776 CHF | 15,865 CHF | 100.00% | 100.00% |
15/05/2024 | 0.52% | 3.42 CHF | 3.44 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 17,976 CHF | 18,070 CHF | 100.00% | 100.00% |
14/05/2024 | 0.53% | 3.74 CHF | 3.76 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 15,646 CHF | 15,728 CHF | 100.00% | 100.00% |
13/05/2024 | 0.51% | 4.07 CHF | 4.09 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 16,579 CHF | 16,663 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 4.09 CHF | 4.11 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 20,438 CHF | 20,534 CHF | 100.00% | 100.00% |
08/05/2024 | 0.53% | 3.60 CHF | 3.62 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 17,893 CHF | 17,988 CHF | 100.00% | 100.00% |
07/05/2024 | 0.49% | 3.70 CHF | 3.71 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 18,905 CHF | 18,999 CHF | 100.00% | 100.00% |
06/05/2024 | 0.48% | 3.68 CHF | 3.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 18,204 CHF | 18,291 CHF | 100.00% | 100.00% |
03/05/2024 | 0.53% | 3.32 CHF | 3.34 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 17,678 CHF | 17,771 CHF | 100.00% | 100.00% |
02/05/2024 | 0.53% | 3.71 CHF | 3.73 CHF | 5,000 | 5,000 | 5,650 | 5,650 | 19,697 CHF | 19,803 CHF | 99.94% | 99.94% |