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 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,067 CHF | 54,567 CHF | 99.30% | 99.30% |
15/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 49,489 | 51,133 CHF | 51,109 CHF | 98.93% | 98.93% |
14/05/2024 | 1.04% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 55,938 | 49,362 | 54,793 CHF | 48,923 CHF | 99.99% | 99.99% |
13/05/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,002 CHF | 48,835 CHF | 100.00% | 100.00% |
10/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,948 CHF | 47,957 CHF | 100.00% | 100.00% |
08/05/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,196 CHF | 45,664 CHF | 100.00% | 100.00% |
07/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,347 CHF | 43,289 CHF | 97.79% | 97.79% |
06/05/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 63,481 | 49,876 | 53,601 CHF | 42,680 CHF | 100.00% | 100.00% |
03/05/2024 | 2.24% | 0.82 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,703 CHF | 20,149 CHF | 98.63% | 98.63% |
02/05/2024 | 2.60% | 0.74 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,995 CHF | 19,495 CHF | 99.13% | 99.13% |