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 | 1.76% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,175 CHF | 28,675 CHF | 99.84% | 99.84% |
15/05/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,107 CHF | 29,607 CHF | 100.00% | 100.00% |
14/05/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,543 CHF | 29,043 CHF | 99.79% | 99.79% |
13/05/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,978 CHF | 30,478 CHF | 100.00% | 100.00% |
10/05/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,300 CHF | 28,800 CHF | 100.00% | 100.00% |
08/05/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,136 CHF | 26,636 CHF | 100.00% | 100.00% |
07/05/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,571 CHF | 26,071 CHF | 99.77% | 99.77% |
06/05/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,635 CHF | 26,135 CHF | 99.78% | 99.78% |
03/05/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,708 CHF | 25,208 CHF | 100.00% | 100.00% |
02/05/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,935 CHF | 24,435 CHF | 100.00% | 100.00% |