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 | 1.14% | 0.86 CHF | 0.87 CHF | 60,000 | 60,000 | 60,000 | 36,520 | 52,257 CHF | 32,198 CHF | 99.68% | 99.68% |
15/05/2024 | 1.10% | 0.86 CHF | 0.87 CHF | 60,000 | 60,000 | 60,000 | 36,550 | 54,089 CHF | 33,382 CHF | 99.19% | 99.19% |
14/05/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60,000 | 60,000 | 60,000 | 36,595 | 56,902 CHF | 35,034 CHF | 98.19% | 98.19% |
13/05/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60,000 | 60,000 | 59,950 | 36,496 | 58,486 CHF | 35,796 CHF | 99.58% | 99.58% |
10/05/2024 | 1.11% | 0.94 CHF | 0.95 CHF | 60,000 | 60,000 | 60,000 | 36,394 | 53,858 CHF | 33,251 CHF | 98.61% | 98.61% |
08/05/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60,000 | 60,000 | 52,101 | 36,292 | 52,199 CHF | 36,678 CHF | 98.52% | 98.52% |
07/05/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 60,000 | 60,000 | 52,157 | 36,471 | 53,316 CHF | 37,583 CHF | 97.44% | 97.44% |
06/05/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 60,000 | 60,000 | 53,118 | 36,481 | 53,106 CHF | 36,844 CHF | 98.42% | 98.42% |
03/05/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 60,000 | 60,000 | 52,210 | 36,281 | 54,174 CHF | 38,095 CHF | 98.49% | 98.49% |
02/05/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 60,000 | 60,000 | 52,260 | 36,781 | 55,982 CHF | 39,729 CHF | 95.14% | 95.14% |