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 | 1.22% | 0.82 CHF | 0.83 CHF | 90,000 | 90,000 | 89,128 | 89,128 | 72,384 CHF | 73,275 CHF | 100.00% | 100.00% |
15/05/2024 | 1.11% | 0.82 CHF | 0.83 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 71,521 CHF | 72,321 CHF | 100.00% | 100.00% |
14/05/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 68,794 CHF | 69,594 CHF | 100.00% | 100.00% |
13/05/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 77,178 CHF | 78,078 CHF | 100.00% | 100.00% |
10/05/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 71,920 CHF | 72,720 CHF | 100.00% | 100.00% |
08/05/2024 | 0.92% | 1.00 CHF | 1.01 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 65,227 CHF | 65,827 CHF | 100.00% | 100.00% |
07/05/2024 | 0.76% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,767 CHF | 66,267 CHF | 100.00% | 100.00% |
06/05/2024 | 0.83% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,251 CHF | 60,751 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,294 CHF | 62,794 CHF | 100.00% | 100.00% |
02/05/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 60,000 | 60,000 | 53,499 | 53,499 | 68,641 CHF | 69,176 CHF | 100.00% | 100.00% |