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 | 5.37% | 0.32 CHF | 0.34 CHF | 111,803 | 25,000 | 61,312 | 18,662 | 18,960 CHF | 6,045 CHF | 99.35% | 99.35% |
15/05/2024 | 5.93% | 0.34 CHF | 0.36 CHF | 12,500 | 12,500 | 12,399 | 12,399 | 4,603 CHF | 4,878 CHF | 98.95% | 98.95% |
14/05/2024 | 5.74% | 0.40 CHF | 0.42 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 4,496 CHF | 4,755 CHF | 97.98% | 97.98% |
13/05/2024 | 1.09% | 1.01 CHF | 1.02 CHF | 50,000 | 25,000 | 52,296 | 25,000 | 52,601 CHF | 25,449 CHF | 100.00% | 100.00% |
10/05/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,287 CHF | 27,403 CHF | 100.00% | 100.00% |
08/05/2024 | 1.04% | 1.13 CHF | 1.14 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,548 CHF | 28,065 CHF | 100.00% | 100.00% |
07/05/2024 | 0.96% | 1.10 CHF | 1.11 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 59,377 CHF | 29,974 CHF | 98.16% | 98.16% |
06/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50,000 | 25,000 | 49,807 | 25,000 | 59,515 CHF | 30,128 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 50,000 | 25,000 | 42,455 | 25,000 | 53,787 CHF | 31,996 CHF | 97.86% | 97.86% |
02/05/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 51,693 CHF | 32,558 CHF | 98.94% | 98.94% |