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 | 4.48% | 0.30 CHF | 0.31 CHF | 151,659 | 50,000 | 151,066 | 50,000 | 47,753 CHF | 16,530 CHF | 99.32% | 99.32% |
15/05/2024 | 3.90% | 0.30 CHF | 0.31 CHF | 151,534 | 50,000 | 130,146 | 49,474 | 50,958 CHF | 20,407 CHF | 98.83% | 98.83% |
14/05/2024 | 3.73% | 0.54 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,329 CHF | 15,906 CHF | 95.23% | 95.23% |
13/05/2024 | 1.58% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,709 CHF | 44,623 CHF | 100.00% | 100.00% |
10/05/2024 | 1.50% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,004 | 50,000 | 52,792 CHF | 44,655 CHF | 100.00% | 100.00% |
08/05/2024 | 1.38% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,195 CHF | 46,633 CHF | 100.00% | 100.00% |
07/05/2024 | 1.37% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 58,042 | 50,000 | 55,882 CHF | 48,869 CHF | 98.93% | 98.93% |
06/05/2024 | 1.19% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,644 CHF | 52,262 CHF | 100.00% | 100.00% |
03/05/2024 | 1.35% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 54,415 | 50,000 | 54,025 CHF | 50,381 CHF | 98.63% | 98.63% |
02/05/2024 | 1.22% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,956 CHF | 55,629 CHF | 99.13% | 99.13% |