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 | 2.60% | 0.31 CHF | 0.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,598 CHF | 29,348 CHF | 99.32% | 99.32% |
15/05/2024 | 2.04% | 0.45 CHF | 0.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 36,471 CHF | 37,221 CHF | 99.32% | 99.32% |
14/05/2024 | 1.74% | 0.53 CHF | 0.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 42,713 CHF | 43,463 CHF | 99.01% | 99.01% |
13/05/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,324 CHF | 55,074 CHF | 98.39% | 98.39% |
10/05/2024 | 1.75% | 0.61 CHF | 0.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 42,628 CHF | 43,378 CHF | 99.34% | 99.34% |
08/05/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 38,721 CHF | 39,471 CHF | 99.28% | 99.28% |
07/05/2024 | 1.71% | 0.48 CHF | 0.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 43,800 CHF | 44,550 CHF | 99.34% | 99.34% |
06/05/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 48,472 CHF | 49,222 CHF | 99.35% | 99.35% |
03/05/2024 | 1.50% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 49,909 CHF | 50,659 CHF | 99.21% | 99.21% |
02/05/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,758 CHF | 56,508 CHF | 98.85% | 98.85% |