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 | 1.41% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 78,255 | 50,000 | 55,027 CHF | 35,679 CHF | 99.30% | 99.30% |
15/05/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 49,489 | 53,428 CHF | 38,276 CHF | 98.93% | 98.93% |
14/05/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 68,852 | 49,362 | 55,439 CHF | 40,243 CHF | 99.99% | 99.99% |
13/05/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 69,153 | 50,000 | 56,798 CHF | 41,578 CHF | 100.00% | 100.00% |
10/05/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 61,778 | 50,000 | 51,926 CHF | 42,543 CHF | 100.00% | 100.00% |
08/05/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,204 CHF | 44,836 CHF | 100.00% | 100.00% |
07/05/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,054 CHF | 47,211 CHF | 97.79% | 97.79% |
06/05/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 59,826 | 49,876 | 56,605 CHF | 47,690 CHF | 100.00% | 100.00% |
03/05/2024 | 1.99% | 0.97 CHF | 0.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,920 CHF | 25,420 CHF | 98.64% | 98.64% |
02/05/2024 | 1.93% | 1.05 CHF | 1.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,648 CHF | 26,148 CHF | 99.13% | 99.13% |