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 | 2.82% | 0.74 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,411 CHF | 39,244 CHF | 84.73% | 84.73% |
15/05/2024 | 3.16% | 0.79 CHF | 0.81 CHF | 70,000 | 50,000 | 78,825 | 49,448 | 53,326 CHF | 34,609 CHF | 90.37% | 90.37% |
14/05/2024 | 3.50% | 0.57 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,276 CHF | 31,228 CHF | 98.81% | 98.81% |
13/05/2024 | 3.51% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 88,716 | 50,000 | 54,416 CHF | 31,788 CHF | 94.00% | 94.00% |
10/05/2024 | 3.21% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 80,389 | 50,000 | 52,730 CHF | 33,876 CHF | 91.46% | 91.46% |
08/05/2024 | 3.48% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 88,405 | 50,000 | 53,899 CHF | 31,583 CHF | 86.23% | 86.23% |
07/05/2024 | 3.63% | 0.58 CHF | 0.60 CHF | 90,000 | 50,000 | 90,074 | 50,000 | 52,111 CHF | 29,997 CHF | 97.06% | 97.06% |
06/05/2024 | 3.82% | 0.56 CHF | 0.58 CHF | 90,000 | 50,000 | 96,461 | 50,000 | 53,278 CHF | 28,713 CHF | 99.79% | 99.79% |
03/05/2024 | 2.78% | 0.55 CHF | 0.58 CHF | 100,000 | 50,000 | 105,339 | 50,000 | 53,128 CHF | 26,019 CHF | 97.41% | 97.41% |
02/05/2024 | 2.87% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 100,821 | 50,000 | 52,369 CHF | 26,847 CHF | 92.84% | 92.84% |