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 | 0.95% | 1.58 CHF | 1.60 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,488 CHF | 38,798 CHF | 99.25% | 99.25% |
15/05/2024 | 0.97% | 1.54 CHF | 1.56 CHF | 40,000 | 25,000 | 40,000 | 24,952 | 61,927 CHF | 39,003 CHF | 98.73% | 98.73% |
14/05/2024 | 0.95% | 1.52 CHF | 1.53 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 60,990 CHF | 38,482 CHF | 95.83% | 95.83% |
13/05/2024 | 1.08% | 1.52 CHF | 1.53 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,020 CHF | 38,553 CHF | 91.37% | 91.37% |
10/05/2024 | 1.10% | 1.54 CHF | 1.55 CHF | 40,000 | 25,000 | 37,146 | 23,703 | 55,669 CHF | 35,908 CHF | 100.00% | 100.00% |
08/05/2024 | 1.13% | 1.40 CHF | 1.42 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 54,527 CHF | 34,467 CHF | 100.00% | 100.00% |
07/05/2024 | 1.08% | 1.35 CHF | 1.36 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 55,502 CHF | 35,065 CHF | 97.06% | 97.06% |
06/05/2024 | 1.30% | 1.33 CHF | 1.35 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 51,762 CHF | 32,774 CHF | 96.91% | 96.91% |
03/05/2024 | 1.18% | 1.26 CHF | 1.27 CHF | 40,000 | 25,000 | 40,046 | 25,000 | 50,858 CHF | 32,127 CHF | 97.92% | 97.92% |
02/05/2024 | 1.29% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,801 CHF | 63,617 CHF | 98.88% | 98.88% |