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 | 0.84% | 1.99 CHF | 2.01 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,257 CHF | 48,956 CHF | 99.25% | 99.25% |
15/05/2024 | 0.78% | 1.95 CHF | 1.96 CHF | 30,000 | 25,000 | 30,000 | 24,952 | 58,618 CHF | 49,137 CHF | 98.90% | 98.90% |
14/05/2024 | 0.80% | 1.92 CHF | 1.94 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,879 CHF | 48,619 CHF | 95.83% | 95.83% |
13/05/2024 | 0.74% | 1.92 CHF | 1.94 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,964 CHF | 48,663 CHF | 91.37% | 91.37% |
10/05/2024 | 0.90% | 1.94 CHF | 1.96 CHF | 30,000 | 25,000 | 28,184 | 23,703 | 53,671 CHF | 45,536 CHF | 100.00% | 100.00% |
08/05/2024 | 0.82% | 1.81 CHF | 1.82 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,060 CHF | 44,580 CHF | 100.00% | 100.00% |
07/05/2024 | 0.83% | 1.75 CHF | 1.77 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,778 CHF | 45,189 CHF | 97.06% | 97.06% |
06/05/2024 | 0.91% | 1.74 CHF | 1.75 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 50,988 CHF | 42,881 CHF | 96.91% | 96.91% |
03/05/2024 | 0.89% | 1.66 CHF | 1.68 CHF | 40,000 | 25,000 | 32,308 | 25,000 | 54,080 CHF | 42,251 CHF | 97.92% | 97.92% |
02/05/2024 | 0.89% | 1.66 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,061 CHF | 83,799 CHF | 99.40% | 99.40% |