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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 1.74% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 58,052 CHF | 59,044 CHF | 100.00% | 100.00% |
21/05/2024 | 1.93% | 0.65 CHF | 0.67 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 53,118 CHF | 54,110 CHF | 99.82% | 99.82% |
17/05/2024 | 0.75% | 2.14 CHF | 2.16 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 134,548 CHF | 135,540 CHF | 100.00% | 100.00% |
16/05/2024 | 0.66% | 3.06 CHF | 3.08 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 151,271 CHF | 152,263 CHF | 100.00% | 100.00% |
15/05/2024 | 0.55% | 3.25 CHF | 3.27 CHF | 50,000 | 50,000 | 49,565 | 49,565 | 183,226 CHF | 184,218 CHF | 99.85% | 99.85% |
14/05/2024 | 0.49% | 4.04 CHF | 4.06 CHF | 50,000 | 50,000 | 49,638 | 49,638 | 203,438 CHF | 204,432 CHF | 99.48% | 99.48% |
13/05/2024 | 0.47% | 4.31 CHF | 4.33 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 212,533 CHF | 213,525 CHF | 100.00% | 100.00% |
10/05/2024 | 0.51% | 4.29 CHF | 4.31 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 197,164 CHF | 198,156 CHF | 99.98% | 99.98% |
08/05/2024 | 0.39% | 5.04 CHF | 5.06 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 256,037 CHF | 257,029 CHF | 100.00% | 100.00% |
07/05/2024 | 0.39% | 5.09 CHF | 5.11 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 252,992 CHF | 253,977 CHF | 100.00% | 100.00% |