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 | 0.69% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,514 CHF | 73,014 CHF | 99.30% | 99.30% |
15/05/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 49,796 | 49,489 | 69,198 CHF | 69,270 CHF | 98.93% | 98.93% |
14/05/2024 | 0.76% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 49,362 | 49,362 | 66,590 CHF | 67,090 CHF | 99.99% | 99.99% |
13/05/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,742 CHF | 67,242 CHF | 100.00% | 100.00% |
10/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,771 CHF | 66,271 CHF | 100.00% | 100.00% |
08/05/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,579 CHF | 64,079 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,251 CHF | 61,751 CHF | 98.92% | 98.92% |
06/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 49,876 | 49,876 | 60,452 CHF | 60,952 CHF | 100.00% | 100.00% |
03/05/2024 | 1.72% | 1.18 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,879 CHF | 29,379 CHF | 98.64% | 98.64% |
02/05/2024 | 1.61% | 1.10 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,205 CHF | 28,663 CHF | 99.13% | 99.13% |