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 | 1.30% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,294 CHF | 38,794 CHF | 99.77% | 99.77% |
15/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,741 CHF | 38,241 CHF | 100.00% | 100.00% |
14/05/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,695 CHF | 39,195 CHF | 100.00% | 100.00% |
13/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,416 CHF | 39,916 CHF | 100.00% | 100.00% |
10/05/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,161 CHF | 38,661 CHF | 100.00% | 100.00% |
08/05/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,320 CHF | 38,820 CHF | 100.00% | 100.00% |
07/05/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,016 CHF | 39,516 CHF | 99.75% | 99.75% |
06/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,498 CHF | 39,998 CHF | 99.52% | 99.52% |
03/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,831 CHF | 39,331 CHF | 99.72% | 99.72% |
02/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,844 CHF | 40,344 CHF | 100.00% | 100.00% |