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 | 3.05% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 67,002 | 30,433 | 56,394 CHF | 27,055 CHF | 99.69% | 99.69% |
15/05/2024 | 3.45% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,393 | 30,293 | 51,865 CHF | 23,186 CHF | 98.97% | 98.97% |
14/05/2024 | 2.35% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 74,314 | 40,263 | 54,046 CHF | 29,557 CHF | 35.48% | 52.40% |
13/05/2024 | 2.86% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 30,432 | 53,641 CHF | 28,215 CHF | 99.67% | 99.67% |
10/05/2024 | 3.36% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 30,328 | 52,696 CHF | 23,550 CHF | 98.61% | 98.61% |
08/05/2024 | 3.83% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 30,432 | 52,892 CHF | 20,988 CHF | 99.68% | 99.68% |
07/05/2024 | 3.42% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,672 | 30,433 | 51,838 CHF | 22,973 CHF | 99.67% | 99.67% |
06/05/2024 | 3.10% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 69,834 | 30,432 | 56,850 CHF | 25,455 CHF | 99.67% | 99.67% |
03/05/2024 | 3.17% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 30,430 | 55,528 CHF | 24,770 CHF | 99.67% | 99.67% |
02/05/2024 | 3.85% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 79,655 | 30,408 | 52,383 CHF | 20,837 CHF | 99.55% | 99.55% |