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 | 1.26% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,280 CHF | 39,986 CHF | 99.30% | 99.30% |
15/05/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,316 | 49,489 | 51,277 CHF | 42,579 CHF | 98.93% | 98.93% |
14/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 59,108 | 49,363 | 52,659 CHF | 44,476 CHF | 99.99% | 99.99% |
13/05/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,358 CHF | 45,798 CHF | 100.00% | 100.00% |
10/05/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,659 CHF | 46,883 CHF | 100.00% | 100.00% |
08/05/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 59,274 | 50,000 | 57,625 CHF | 49,132 CHF | 100.00% | 100.00% |
07/05/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,010 CHF | 51,510 CHF | 96.76% | 96.76% |
06/05/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,105 | 49,876 | 51,730 CHF | 52,003 CHF | 100.00% | 100.00% |
03/05/2024 | 1.63% | 1.05 CHF | 1.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,101 CHF | 27,547 CHF | 98.63% | 98.63% |
02/05/2024 | 1.64% | 1.14 CHF | 1.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,795 CHF | 28,255 CHF | 98.17% | 98.17% |