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 | 1.02% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 59,821 | 50,000 | 58,132 CHF | 49,093 CHF | 99.30% | 99.30% |
15/05/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 49,489 | 51,586 CHF | 51,561 CHF | 98.93% | 98.93% |
14/05/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 49,362 | 49,362 | 52,978 CHF | 53,476 CHF | 99.99% | 99.99% |
13/05/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,578 CHF | 55,078 CHF | 100.00% | 100.00% |
10/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,402 CHF | 55,902 CHF | 100.00% | 100.00% |
08/05/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,696 CHF | 58,196 CHF | 100.00% | 100.00% |
07/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,080 CHF | 60,580 CHF | 96.76% | 96.76% |
06/05/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 49,876 | 49,876 | 60,657 CHF | 61,157 CHF | 100.00% | 100.00% |
03/05/2024 | 1.57% | 1.24 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,621 CHF | 32,121 CHF | 98.64% | 98.64% |
02/05/2024 | 1.34% | 1.32 CHF | 1.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,398 CHF | 32,837 CHF | 99.13% | 99.13% |