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 | 1.51% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 65,987 CHF | 66,978 CHF | 99.92% | 99.92% |
15/05/2024 | 1.02% | 1.53 CHF | 1.55 CHF | 50,000 | 50,000 | 49,565 | 49,565 | 97,728 CHF | 98,720 CHF | 99.66% | 99.66% |
14/05/2024 | 0.85% | 2.31 CHF | 2.33 CHF | 50,000 | 50,000 | 49,578 | 49,578 | 117,435 CHF | 118,427 CHF | 99.83% | 99.83% |
13/05/2024 | 0.79% | 2.58 CHF | 2.60 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 126,909 CHF | 127,900 CHF | 100.00% | 100.00% |
10/05/2024 | 0.90% | 2.57 CHF | 2.59 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 111,529 CHF | 112,521 CHF | 99.97% | 99.97% |
08/05/2024 | 0.59% | 3.31 CHF | 3.33 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 170,246 CHF | 171,238 CHF | 100.00% | 100.00% |
07/05/2024 | 0.60% | 3.36 CHF | 3.38 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 167,326 CHF | 168,318 CHF | 99.71% | 99.71% |
06/05/2024 | 0.58% | 3.42 CHF | 3.44 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 172,506 CHF | 173,497 CHF | 99.72% | 99.72% |
03/05/2024 | 0.49% | 4.25 CHF | 4.27 CHF | 50,000 | 50,000 | 49,779 | 49,779 | 204,724 CHF | 205,720 CHF | 96.06% | 96.06% |
02/05/2024 | 0.47% | 4.06 CHF | 4.08 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 210,550 CHF | 211,542 CHF | 99.50% | 99.50% |