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 | 0.83% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,583 CHF | 114,531 CHF | 98.70% | 98.70% |
15/05/2024 | 0.94% | 1.53 CHF | 1.54 CHF | 75,000 | 75,000 | 74,491 | 74,491 | 111,645 CHF | 112,695 CHF | 98.94% | 98.94% |
14/05/2024 | 0.95% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,887 CHF | 109,922 CHF | 99.32% | 99.32% |
13/05/2024 | 0.98% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 109,938 CHF | 111,018 CHF | 100.00% | 100.00% |
10/05/2024 | 0.91% | 1.44 CHF | 1.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 105,468 CHF | 106,434 CHF | 100.00% | 100.00% |
08/05/2024 | 1.07% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,360 CHF | 98,406 CHF | 100.00% | 100.00% |
07/05/2024 | 0.95% | 1.37 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,220 CHF | 103,199 CHF | 98.92% | 98.92% |
06/05/2024 | 0.99% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,317 CHF | 97,278 CHF | 100.00% | 100.00% |
03/05/2024 | 0.87% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,391 CHF | 127,490 CHF | 93.74% | 93.74% |
02/05/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,358 CHF | 116,358 CHF | 99.13% | 99.13% |