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 | 0.70% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 74,944 | 74,945 | 106,316 CHF | 107,067 CHF | 99.99% | 99.99% |
15/05/2024 | 0.49% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 74,854 | 74,853 | 153,168 CHF | 153,917 CHF | 99.82% | 99.82% |
14/05/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 75,000 | 75,000 | 74,985 | 74,985 | 183,604 CHF | 184,354 CHF | 99.86% | 99.86% |
13/05/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 198,051 CHF | 198,801 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 2.64 CHF | 2.65 CHF | 75,000 | 75,000 | 74,999 | 75,000 | 175,026 CHF | 175,779 CHF | 100.00% | 100.00% |
08/05/2024 | 0.28% | 3.38 CHF | 3.39 CHF | 75,000 | 75,000 | 74,983 | 74,983 | 263,089 CHF | 263,839 CHF | 99.29% | 99.29% |
07/05/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 75,000 | 75,000 | 74,949 | 74,949 | 258,775 CHF | 259,525 CHF | 100.00% | 100.00% |
06/05/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 266,844 CHF | 267,594 CHF | 100.00% | 100.00% |
03/05/2024 | 0.24% | 4.32 CHF | 4.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 314,516 CHF | 315,266 CHF | 98.66% | 98.66% |
02/05/2024 | 0.23% | 4.12 CHF | 4.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 324,679 CHF | 325,429 CHF | 99.98% | 99.98% |