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 | 0.83% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,646 CHF | 60,146 CHF | 99.30% | 99.30% |
15/05/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 49,489 | 56,719 CHF | 56,638 CHF | 98.93% | 98.93% |
14/05/2024 | 0.94% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 49,362 | 49,362 | 53,881 CHF | 54,381 CHF | 99.99% | 99.99% |
13/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,877 CHF | 54,377 CHF | 100.00% | 100.00% |
10/05/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,098 CHF | 53,598 CHF | 100.00% | 100.00% |
08/05/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,952 | 50,000 | 51,737 CHF | 51,304 CHF | 100.00% | 100.00% |
07/05/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,188 CHF | 48,990 CHF | 96.76% | 96.76% |
06/05/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 59,597 | 49,876 | 57,045 CHF | 48,248 CHF | 100.00% | 100.00% |
03/05/2024 | 2.20% | 0.93 CHF | 0.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,486 CHF | 22,986 CHF | 98.64% | 98.64% |
02/05/2024 | 2.27% | 0.85 CHF | 0.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,777 CHF | 22,277 CHF | 99.13% | 99.13% |