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 | 1.21% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 54,368 | 50,000 | 54,175 CHF | 50,488 CHF | 97.72% | 97.72% |
15/05/2024 | 1.13% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 51,003 | 49,760 | 51,388 CHF | 50,716 CHF | 98.90% | 98.90% |
14/05/2024 | 1.16% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 54,295 | 50,000 | 53,859 CHF | 50,218 CHF | 100.00% | 100.00% |
13/05/2024 | 1.31% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 58,299 | 50,000 | 56,852 CHF | 49,452 CHF | 100.00% | 100.00% |
10/05/2024 | 1.29% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 52,459 | 50,000 | 52,553 CHF | 50,789 CHF | 100.00% | 100.00% |
08/05/2024 | 1.25% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 56,094 | 50,000 | 55,895 CHF | 50,555 CHF | 100.00% | 100.00% |
07/05/2024 | 1.27% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 59,064 | 50,000 | 58,077 CHF | 49,804 CHF | 97.06% | 97.06% |
06/05/2024 | 1.09% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 58,935 | 50,000 | 57,538 CHF | 49,369 CHF | 100.00% | 100.00% |
03/05/2024 | 1.15% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 55,128 | 50,000 | 54,636 CHF | 50,179 CHF | 97.94% | 97.94% |
02/05/2024 | 1.52% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 59,166 | 50,000 | 57,516 CHF | 49,370 CHF | 99.40% | 99.40% |