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 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 52,917 | 50,000 | 53,031 CHF | 50,646 CHF | 99.30% | 99.30% |
15/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 49,489 | 56,559 CHF | 47,150 CHF | 98.93% | 98.93% |
14/05/2024 | 1.13% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 59,107 | 49,362 | 53,254 CHF | 44,974 CHF | 99.99% | 99.99% |
13/05/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,202 CHF | 44,835 CHF | 100.00% | 100.00% |
10/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,148 CHF | 43,957 CHF | 100.00% | 100.00% |
08/05/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 65,612 | 50,000 | 54,117 CHF | 41,804 CHF | 100.00% | 100.00% |
07/05/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,489 CHF | 39,421 CHF | 96.76% | 96.76% |
06/05/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 69,777 | 49,876 | 53,429 CHF | 38,690 CHF | 100.00% | 100.00% |
03/05/2024 | 2.60% | 0.74 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,736 CHF | 18,203 CHF | 98.64% | 98.64% |
02/05/2024 | 2.71% | 0.66 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,027 CHF | 17,495 CHF | 99.13% | 99.13% |