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 | 2.18% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 115,553 | 50,000 | 52,364 CHF | 23,179 CHF | 99.30% | 99.30% |
15/05/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 49,489 | 51,325 CHF | 25,903 CHF | 98.93% | 98.93% |
14/05/2024 | 1.83% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 91,612 | 49,362 | 50,776 CHF | 27,903 CHF | 99.99% | 99.99% |
13/05/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,284 | 50,000 | 51,596 CHF | 29,078 CHF | 100.00% | 100.00% |
10/05/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,178 CHF | 30,043 CHF | 100.00% | 100.00% |
08/05/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 84,388 | 50,000 | 53,652 CHF | 32,336 CHF | 100.00% | 100.00% |
07/05/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,738 CHF | 34,711 CHF | 97.79% | 97.79% |
06/05/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 77,226 | 49,876 | 53,695 CHF | 35,221 CHF | 100.00% | 100.00% |
03/05/2024 | 2.39% | 0.72 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,670 CHF | 19,121 CHF | 98.64% | 98.64% |
02/05/2024 | 2.55% | 0.80 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,398 CHF | 19,898 CHF | 99.13% | 99.13% |