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 | 0.75% | 1.32 CHF | 1.33 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 53,302 CHF | 13,426 CHF | 99.31% | 99.31% |
15/05/2024 | 0.83% | 1.27 CHF | 1.28 CHF | 40,000 | 20,000 | 46,628 | 19,770 | 56,281 CHF | 24,133 CHF | 98.95% | 98.95% |
14/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 56,907 CHF | 22,963 CHF | 99.69% | 99.69% |
13/05/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 56,032 CHF | 11,306 CHF | 100.00% | 100.00% |
10/05/2024 | 1.08% | 1.09 CHF | 1.10 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 56,810 CHF | 11,485 CHF | 100.00% | 100.00% |
08/05/2024 | 0.94% | 1.19 CHF | 1.20 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 56,535 CHF | 11,414 CHF | 100.00% | 100.00% |
07/05/2024 | 1.55% | 1.09 CHF | 1.10 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 52,470 CHF | 10,657 CHF | 98.79% | 98.79% |
06/05/2024 | 1.68% | 1.02 CHF | 1.03 CHF | 50,000 | 10,000 | 49,760 | 9,973 | 51,324 CHF | 10,460 CHF | 100.00% | 100.00% |
03/05/2024 | 2.64% | 0.98 CHF | 1.01 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 5,045 CHF | 5,180 CHF | 98.63% | 98.63% |
02/05/2024 | 2.42% | 1.09 CHF | 1.12 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 5,642 CHF | 5,780 CHF | 99.02% | 99.02% |