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 | 1.40% | 0.70 CHF | 0.71 CHF | 80,000 | 60,000 | 78,216 | 36,520 | 55,459 CHF | 26,288 CHF | 99.68% | 99.68% |
15/05/2024 | 1.34% | 0.70 CHF | 0.71 CHF | 80,000 | 60,000 | 70,153 | 36,551 | 51,897 CHF | 27,471 CHF | 99.19% | 99.19% |
14/05/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 70,000 | 60,000 | 70,000 | 36,546 | 54,983 CHF | 29,035 CHF | 98.93% | 98.93% |
13/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 70,000 | 60,000 | 70,000 | 36,497 | 56,977 CHF | 29,893 CHF | 99.58% | 99.58% |
10/05/2024 | 1.35% | 0.78 CHF | 0.79 CHF | 70,000 | 60,000 | 70,000 | 36,394 | 51,486 CHF | 27,347 CHF | 98.61% | 98.61% |
08/05/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 70,000 | 60,000 | 61,961 | 36,292 | 52,015 CHF | 30,781 CHF | 98.53% | 98.53% |
07/05/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 60,000 | 60,000 | 60,000 | 36,471 | 51,563 CHF | 31,626 CHF | 97.44% | 97.44% |
06/05/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60,000 | 60,000 | 61,811 | 36,481 | 51,796 CHF | 30,941 CHF | 98.43% | 98.43% |
03/05/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 60,000 | 60,000 | 60,171 | 36,391 | 52,606 CHF | 32,295 CHF | 99.01% | 99.01% |
02/05/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 60,000 | 60,000 | 60,000 | 36,763 | 54,486 CHF | 33,705 CHF | 95.07% | 95.07% |