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 | 0.77% | 1.87 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,755 CHF | 93,470 CHF | 99.32% | 99.32% |
15/05/2024 | 0.79% | 1.87 CHF | 1.89 CHF | 50,000 | 50,000 | 49,590 | 49,438 | 87,916 CHF | 88,335 CHF | 98.95% | 98.95% |
14/05/2024 | 1.47% | 1.62 CHF | 1.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,621 CHF | 39,192 CHF | 95.23% | 95.23% |
13/05/2024 | 0.95% | 1.27 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,546 CHF | 65,162 CHF | 100.00% | 100.00% |
10/05/2024 | 1.05% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,554 CHF | 65,238 CHF | 100.00% | 100.00% |
08/05/2024 | 1.08% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,688 CHF | 63,367 CHF | 100.00% | 100.00% |
07/05/2024 | 1.10% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,460 CHF | 61,131 CHF | 98.92% | 98.92% |
06/05/2024 | 1.20% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,052 CHF | 57,738 CHF | 100.00% | 100.00% |
03/05/2024 | 1.14% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,118 CHF | 59,795 CHF | 98.53% | 98.53% |
02/05/2024 | 1.31% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,800 CHF | 54,512 CHF | 99.13% | 99.13% |