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 | 1.87% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 99,821 | 50,000 | 52,871 CHF | 26,986 CHF | 99.30% | 99.30% |
15/05/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 49,489 | 53,122 CHF | 29,711 CHF | 98.93% | 98.93% |
14/05/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 81,767 | 49,363 | 51,507 CHF | 31,641 CHF | 99.99% | 99.99% |
13/05/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 51,677 CHF | 32,798 CHF | 100.00% | 100.00% |
10/05/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,237 CHF | 33,773 CHF | 100.00% | 100.00% |
08/05/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 75,515 | 50,000 | 53,626 CHF | 36,063 CHF | 100.00% | 100.00% |
07/05/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,021 CHF | 38,372 CHF | 96.75% | 96.75% |
06/05/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 69,777 | 49,876 | 53,820 CHF | 38,970 CHF | 100.00% | 100.00% |
03/05/2024 | 2.41% | 0.79 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,547 CHF | 21,047 CHF | 98.64% | 98.64% |
02/05/2024 | 2.33% | 0.87 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,255 CHF | 21,755 CHF | 99.13% | 99.13% |