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 | 2.42% | 1.17 CHF | 1.20 CHF | 40,000 | 40,000 | 39,951 | 39,951 | 49,111 CHF | 50,311 CHF | 100.00% | 100.00% |
15/05/2024 | 2.83% | 1.10 CHF | 1.13 CHF | 40,000 | 40,000 | 39,928 | 39,928 | 41,822 CHF | 43,022 CHF | 100.00% | 100.00% |
14/05/2024 | 2.88% | 1.06 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,373 CHF | 52,873 CHF | 99.81% | 99.81% |
13/05/2024 | 3.07% | 0.98 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,189 CHF | 49,689 CHF | 100.00% | 100.00% |
10/05/2024 | 2.74% | 1.03 CHF | 1.06 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 43,234 CHF | 44,434 CHF | 100.00% | 100.00% |
08/05/2024 | 2.69% | 1.11 CHF | 1.14 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 44,017 CHF | 45,217 CHF | 99.77% | 99.77% |
07/05/2024 | 2.22% | 1.30 CHF | 1.33 CHF | 40,000 | 40,000 | 39,975 | 39,975 | 53,626 CHF | 54,826 CHF | 98.43% | 98.43% |
06/05/2024 | 2.24% | 1.37 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,185 CHF | 67,685 CHF | 100.00% | 100.00% |
03/05/2024 | 2.76% | 1.12 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,603 CHF | 55,103 CHF | 99.89% | 99.89% |
02/05/2024 | 2.63% | 1.07 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,252 CHF | 57,752 CHF | 99.58% | 99.58% |