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 | 0.90% | 1.68 CHF | 1.70 CHF | 30,000 | 25,000 | 38,790 | 25,000 | 63,395 CHF | 41,262 CHF | 99.25% | 99.25% |
15/05/2024 | 0.91% | 1.64 CHF | 1.66 CHF | 40,000 | 25,000 | 38,792 | 24,952 | 63,841 CHF | 41,456 CHF | 98.90% | 98.90% |
14/05/2024 | 0.97% | 1.62 CHF | 1.63 CHF | 40,000 | 25,000 | 39,951 | 25,000 | 64,814 CHF | 40,954 CHF | 95.83% | 95.83% |
13/05/2024 | 0.96% | 1.62 CHF | 1.63 CHF | 40,000 | 25,000 | 38,705 | 25,000 | 62,794 CHF | 41,004 CHF | 91.37% | 91.37% |
10/05/2024 | 1.02% | 1.63 CHF | 1.65 CHF | 40,000 | 25,000 | 37,146 | 23,703 | 59,352 CHF | 38,255 CHF | 100.00% | 100.00% |
08/05/2024 | 1.08% | 1.50 CHF | 1.51 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 58,441 CHF | 36,923 CHF | 100.00% | 100.00% |
07/05/2024 | 1.01% | 1.44 CHF | 1.46 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 59,436 CHF | 37,524 CHF | 97.06% | 97.06% |
06/05/2024 | 1.08% | 1.43 CHF | 1.44 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 55,722 CHF | 35,204 CHF | 96.91% | 96.91% |
03/05/2024 | 1.08% | 1.36 CHF | 1.37 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 54,719 CHF | 34,572 CHF | 97.72% | 97.72% |
02/05/2024 | 1.12% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,727 CHF | 68,487 CHF | 99.40% | 99.40% |