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 | 2.40% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 83,981 | 50,000 | 50,979 CHF | 31,107 CHF | 99.25% | 99.25% |
15/05/2024 | 2.01% | 0.55 CHF | 0.57 CHF | 84,399 | 50,000 | 84,794 | 49,447 | 48,494 CHF | 28,840 CHF | 98.90% | 98.90% |
14/05/2024 | 2.27% | 0.54 CHF | 0.55 CHF | 84,366 | 50,000 | 84,423 | 50,000 | 45,025 CHF | 27,275 CHF | 100.00% | 100.00% |
13/05/2024 | 1.76% | 0.60 CHF | 0.61 CHF | 85,475 | 50,000 | 80,730 | 50,000 | 51,361 CHF | 32,387 CHF | 100.00% | 100.00% |
10/05/2024 | 1.78% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 79,889 | 50,000 | 54,511 CHF | 34,734 CHF | 100.00% | 100.00% |
08/05/2024 | 2.16% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 80,774 | 50,000 | 53,146 CHF | 33,648 CHF | 95.09% | 95.09% |
07/05/2024 | 2.01% | 0.60 CHF | 0.61 CHF | 85,398 | 50,000 | 81,907 | 50,000 | 51,595 CHF | 32,153 CHF | 97.06% | 97.06% |
06/05/2024 | 2.01% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 81,120 | 50,000 | 52,027 CHF | 32,736 CHF | 100.00% | 100.00% |
03/05/2024 | 2.09% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 84,119 | 50,000 | 50,523 CHF | 30,692 CHF | 97.93% | 97.93% |
02/05/2024 | 2.61% | 0.60 CHF | 0.61 CHF | 85,979 | 50,000 | 85,469 | 50,000 | 48,906 CHF | 29,364 CHF | 99.18% | 99.18% |