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 | 1.13% | 1.46 CHF | 1.47 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 56,329 CHF | 35,605 CHF | 99.25% | 99.25% |
15/05/2024 | 1.06% | 1.42 CHF | 1.43 CHF | 40,000 | 25,000 | 40,000 | 24,952 | 56,818 CHF | 35,820 CHF | 98.90% | 98.90% |
14/05/2024 | 1.16% | 1.39 CHF | 1.41 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 55,844 CHF | 35,311 CHF | 95.83% | 95.83% |
13/05/2024 | 1.14% | 1.39 CHF | 1.41 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 55,894 CHF | 35,332 CHF | 91.37% | 91.37% |
10/05/2024 | 1.15% | 1.41 CHF | 1.42 CHF | 40,000 | 25,000 | 37,146 | 23,703 | 50,964 CHF | 32,888 CHF | 100.00% | 100.00% |
08/05/2024 | 1.38% | 1.27 CHF | 1.29 CHF | 40,000 | 25,000 | 47,417 | 25,000 | 58,421 CHF | 31,276 CHF | 100.00% | 100.00% |
07/05/2024 | 1.18% | 1.22 CHF | 1.23 CHF | 50,000 | 25,000 | 43,000 | 25,000 | 54,085 CHF | 31,880 CHF | 97.06% | 97.06% |
06/05/2024 | 1.31% | 1.20 CHF | 1.22 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,332 CHF | 29,550 CHF | 96.91% | 96.91% |
03/05/2024 | 1.51% | 1.13 CHF | 1.15 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,030 CHF | 28,949 CHF | 97.70% | 97.70% |
02/05/2024 | 1.33% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,432 CHF | 57,187 CHF | 99.40% | 99.40% |