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 | 1.25% | 0.81 CHF | 0.82 CHF | 70,000 | 60,000 | 70,000 | 36,520 | 55,833 CHF | 29,487 CHF | 99.68% | 99.68% |
15/05/2024 | 1.29% | 0.81 CHF | 0.82 CHF | 70,000 | 60,000 | 70,000 | 36,550 | 53,860 CHF | 28,425 CHF | 99.18% | 99.18% |
14/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 70,000 | 60,000 | 70,113 | 36,546 | 51,066 CHF | 27,011 CHF | 98.92% | 98.92% |
13/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 80,000 | 60,000 | 78,078 | 36,496 | 54,536 CHF | 26,053 CHF | 99.58% | 99.58% |
10/05/2024 | 1.28% | 0.73 CHF | 0.74 CHF | 70,000 | 60,000 | 70,000 | 36,394 | 54,511 CHF | 28,498 CHF | 98.61% | 98.61% |
08/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80,000 | 60,000 | 80,000 | 36,292 | 54,332 CHF | 25,074 CHF | 98.52% | 98.52% |
07/05/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80,000 | 60,000 | 80,000 | 36,471 | 52,601 CHF | 24,419 CHF | 97.44% | 97.44% |
06/05/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80,000 | 60,000 | 80,000 | 36,481 | 53,938 CHF | 24,981 CHF | 98.42% | 98.42% |
03/05/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 90,000 | 60,000 | 81,334 | 36,326 | 52,294 CHF | 23,614 CHF | 98.66% | 98.66% |
02/05/2024 | 1.60% | 0.65 CHF | 0.66 CHF | 80,000 | 60,000 | 87,615 | 36,747 | 54,279 CHF | 23,210 CHF | 94.99% | 94.99% |