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 | 1.14% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,675 CHF | 44,175 CHF | 99.84% | 99.84% |
15/05/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,607 CHF | 45,107 CHF | 100.00% | 100.00% |
14/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,045 CHF | 44,545 CHF | 99.79% | 99.79% |
13/05/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,483 CHF | 45,983 CHF | 100.00% | 100.00% |
10/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,060 CHF | 44,560 CHF | 100.00% | 100.00% |
08/05/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,717 CHF | 42,217 CHF | 100.00% | 100.00% |
07/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,127 CHF | 41,627 CHF | 99.78% | 99.78% |
06/05/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,147 CHF | 41,647 CHF | 99.78% | 99.78% |
03/05/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,264 CHF | 40,764 CHF | 100.00% | 100.00% |
02/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,485 CHF | 39,985 CHF | 100.00% | 100.00% |