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 | 1.27% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,839 CHF | 39,671 CHF | 99.29% | 99.29% |
15/05/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 49,753 | 52,504 CHF | 37,822 CHF | 98.93% | 98.93% |
14/05/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 75,425 | 49,361 | 53,127 CHF | 35,307 CHF | 99.97% | 99.97% |
13/05/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 77,710 | 50,000 | 55,129 CHF | 35,987 CHF | 100.00% | 100.00% |
10/05/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 73,951 | 50,000 | 53,100 CHF | 36,428 CHF | 100.00% | 100.00% |
08/05/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,668 CHF | 34,043 CHF | 100.00% | 100.00% |
07/05/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,689 CHF | 34,681 CHF | 96.44% | 96.44% |
06/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 83,667 | 50,000 | 52,398 CHF | 31,831 CHF | 100.00% | 100.00% |
03/05/2024 | 1.62% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 87,765 | 50,000 | 53,630 CHF | 31,084 CHF | 94.34% | 94.34% |
02/05/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 95,306 | 50,000 | 52,983 CHF | 28,324 CHF | 99.13% | 99.13% |