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 | 1.53% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,114 CHF | 47,481 CHF | 99.25% | 99.25% |
15/05/2024 | 1.18% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 58,048 | 49,447 | 56,625 CHF | 48,865 CHF | 98.90% | 98.90% |
14/05/2024 | 1.20% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,792 | 50,000 | 51,496 CHF | 51,336 CHF | 100.00% | 100.00% |
13/05/2024 | 1.23% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,735 CHF | 46,179 CHF | 100.00% | 100.00% |
10/05/2024 | 1.50% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 60,111 | 50,000 | 52,149 CHF | 44,035 CHF | 100.00% | 100.00% |
08/05/2024 | 1.62% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 60,065 | 50,000 | 53,603 CHF | 45,352 CHF | 95.09% | 95.09% |
07/05/2024 | 1.64% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,302 CHF | 46,849 CHF | 96.70% | 96.70% |
06/05/2024 | 1.30% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,800 CHF | 46,264 CHF | 100.00% | 100.00% |
03/05/2024 | 1.55% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 59,539 | 50,000 | 56,775 CHF | 48,442 CHF | 97.92% | 97.92% |
02/05/2024 | 1.35% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 56,675 | 50,000 | 55,741 CHF | 49,903 CHF | 96.46% | 96.46% |