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 | 0.82% | 1.76 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,373 CHF | 88,094 CHF | 99.32% | 99.32% |
15/05/2024 | 0.95% | 1.76 CHF | 1.78 CHF | 50,000 | 50,000 | 49,652 | 49,438 | 82,594 CHF | 83,013 CHF | 98.95% | 98.95% |
14/05/2024 | 1.58% | 1.51 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,892 CHF | 36,462 CHF | 95.48% | 95.48% |
13/05/2024 | 1.10% | 1.16 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,076 CHF | 59,727 CHF | 100.00% | 100.00% |
10/05/2024 | 1.18% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,105 CHF | 59,809 CHF | 100.00% | 100.00% |
08/05/2024 | 1.16% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,226 CHF | 57,895 CHF | 100.00% | 100.00% |
07/05/2024 | 1.25% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,960 CHF | 55,654 CHF | 98.92% | 98.92% |
06/05/2024 | 1.24% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,615 CHF | 52,261 CHF | 100.00% | 100.00% |
03/05/2024 | 1.26% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,619 CHF | 54,296 CHF | 98.63% | 98.63% |
02/05/2024 | 1.46% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 59,697 | 50,000 | 57,657 CHF | 49,012 CHF | 99.13% | 99.13% |