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 | 1.44% | 1.40 CHF | 1.42 CHF | 50,000 | 50,000 | 49,541 | 49,541 | 69,106 CHF | 70,098 CHF | 99.98% | 99.98% |
15/05/2024 | 0.99% | 1.59 CHF | 1.61 CHF | 50,000 | 50,000 | 49,564 | 49,564 | 100,800 CHF | 101,792 CHF | 99.85% | 99.85% |
14/05/2024 | 0.83% | 2.38 CHF | 2.40 CHF | 50,000 | 50,000 | 49,596 | 49,596 | 120,580 CHF | 121,573 CHF | 99.65% | 99.65% |
13/05/2024 | 0.77% | 2.64 CHF | 2.66 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 130,021 CHF | 131,012 CHF | 100.00% | 100.00% |
10/05/2024 | 0.87% | 2.63 CHF | 2.65 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 114,652 CHF | 115,644 CHF | 99.97% | 99.97% |
08/05/2024 | 0.58% | 3.37 CHF | 3.39 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 173,363 CHF | 174,354 CHF | 100.00% | 100.00% |
07/05/2024 | 0.59% | 3.43 CHF | 3.45 CHF | 50,000 | 50,000 | 49,533 | 49,530 | 170,466 CHF | 171,447 CHF | 100.00% | 100.00% |
06/05/2024 | 0.57% | 3.48 CHF | 3.50 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 175,649 CHF | 176,641 CHF | 99.71% | 99.71% |
03/05/2024 | 0.48% | 4.31 CHF | 4.33 CHF | 50,000 | 50,000 | 49,755 | 49,755 | 207,822 CHF | 208,817 CHF | 96.33% | 96.33% |
02/05/2024 | 0.47% | 4.12 CHF | 4.14 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 213,700 CHF | 214,692 CHF | 99.52% | 99.52% |