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 | 0.83% | 1.88 CHF | 1.89 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,957 CHF | 46,180 CHF | 99.25% | 99.25% |
15/05/2024 | 0.84% | 1.84 CHF | 1.85 CHF | 30,000 | 25,000 | 30,000 | 24,952 | 55,289 CHF | 46,370 CHF | 98.73% | 98.73% |
14/05/2024 | 0.85% | 1.81 CHF | 1.83 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,579 CHF | 45,869 CHF | 95.83% | 95.83% |
13/05/2024 | 0.90% | 1.81 CHF | 1.83 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,604 CHF | 45,913 CHF | 91.37% | 91.37% |
10/05/2024 | 0.95% | 1.83 CHF | 1.85 CHF | 30,000 | 25,000 | 28,184 | 23,703 | 50,570 CHF | 42,928 CHF | 100.00% | 100.00% |
08/05/2024 | 0.98% | 1.69 CHF | 1.71 CHF | 30,000 | 25,000 | 37,159 | 25,000 | 61,482 CHF | 41,830 CHF | 100.00% | 100.00% |
07/05/2024 | 0.88% | 1.64 CHF | 1.66 CHF | 40,000 | 25,000 | 32,895 | 25,000 | 55,249 CHF | 42,439 CHF | 97.06% | 97.06% |
06/05/2024 | 0.91% | 1.63 CHF | 1.64 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 63,584 CHF | 40,101 CHF | 96.91% | 96.91% |
03/05/2024 | 1.09% | 1.55 CHF | 1.57 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 62,515 CHF | 39,501 CHF | 97.92% | 97.92% |
02/05/2024 | 0.95% | 1.55 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,561 CHF | 78,299 CHF | 99.40% | 99.40% |