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 | 0.67% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 37,320 | 37,320 | 71,941 CHF | 72,388 CHF | 99.32% | 99.32% |
15/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 49,801 | 49,752 | 95,151 CHF | 95,554 CHF | 98.95% | 98.95% |
14/05/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,380 CHF | 92,880 CHF | 97.33% | 97.33% |
13/05/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,242 CHF | 86,742 CHF | 100.00% | 100.00% |
10/05/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,667 CHF | 87,167 CHF | 100.00% | 100.00% |
08/05/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,524 CHF | 87,024 CHF | 100.00% | 100.00% |
07/05/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,805 CHF | 84,305 CHF | 99.98% | 99.98% |
06/05/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 82,308 CHF | 82,808 CHF | 100.00% | 100.00% |
03/05/2024 | 1.02% | 1.57 CHF | 1.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,402 CHF | 39,808 CHF | 98.60% | 98.60% |
02/05/2024 | 0.99% | 1.61 CHF | 1.62 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 58,679 CHF | 59,264 CHF | 99.13% | 99.13% |