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 | 1.99% | 0.50 CHF | 0.52 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,255 CHF | 39,978 CHF | 98.70% | 98.70% |
15/05/2024 | 2.04% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 104,253 | 74,208 | 52,351 CHF | 38,105 CHF | 94.94% | 94.94% |
14/05/2024 | 4.60% | 0.41 CHF | 0.43 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 16,288 CHF | 17,053 CHF | 96.88% | 96.88% |
13/05/2024 | 2.20% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 109,913 | 75,000 | 53,085 CHF | 37,029 CHF | 95.93% | 95.93% |
10/05/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 53,645 CHF | 41,020 CHF | 80.89% | 80.89% |
08/05/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 51,828 CHF | 39,642 CHF | 58.65% | 58.65% |
07/05/2024 | 2.31% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 103,055 | 71,635 | 49,987 CHF | 35,533 CHF | 98.22% | 98.22% |
06/05/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 106,700 | 75,000 | 52,317 CHF | 37,571 CHF | 97.25% | 97.25% |
03/05/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 107,096 | 75,000 | 52,471 CHF | 37,540 CHF | 95.84% | 95.84% |
02/05/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 111,060 | 75,000 | 53,069 CHF | 36,633 CHF | 99.12% | 99.12% |