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 | 1.11% | 1.28 CHF | 1.30 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 53,181 CHF | 33,609 CHF | 99.25% | 99.25% |
15/05/2024 | 1.13% | 1.32 CHF | 1.34 CHF | 40,000 | 25,000 | 40,000 | 24,952 | 52,741 CHF | 33,275 CHF | 98.90% | 98.90% |
14/05/2024 | 1.16% | 1.35 CHF | 1.36 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 53,721 CHF | 33,967 CHF | 95.83% | 95.83% |
13/05/2024 | 1.07% | 1.35 CHF | 1.37 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 53,739 CHF | 33,947 CHF | 91.37% | 91.37% |
10/05/2024 | 1.15% | 1.34 CHF | 1.35 CHF | 40,000 | 25,000 | 37,146 | 23,703 | 50,997 CHF | 32,896 CHF | 100.00% | 100.00% |
08/05/2024 | 1.00% | 1.55 CHF | 1.56 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 63,323 CHF | 39,975 CHF | 100.00% | 100.00% |
07/05/2024 | 0.96% | 1.60 CHF | 1.62 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 62,392 CHF | 39,370 CHF | 97.06% | 97.06% |
06/05/2024 | 0.88% | 1.62 CHF | 1.63 CHF | 40,000 | 25,000 | 37,685 | 25,000 | 62,265 CHF | 41,700 CHF | 96.91% | 96.91% |
03/05/2024 | 0.93% | 1.69 CHF | 1.71 CHF | 30,000 | 25,000 | 30,511 | 25,000 | 51,286 CHF | 42,428 CHF | 97.92% | 97.92% |
02/05/2024 | 0.87% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,773 CHF | 85,513 CHF | 99.34% | 99.34% |