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 | 1.08% | 0.95 CHF | 0.96 CHF | 65,000 | 65,000 | 35,891 | 35,891 | 33,659 CHF | 34,019 CHF | 100.00% | 100.00% |
15/05/2024 | 1.14% | 0.95 CHF | 0.96 CHF | 65,000 | 65,000 | 35,676 | 35,676 | 32,353 CHF | 32,713 CHF | 99.56% | 99.56% |
14/05/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 65,000 | 65,000 | 35,933 | 35,933 | 31,206 CHF | 31,566 CHF | 100.00% | 100.00% |
13/05/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 65,000 | 65,000 | 35,951 | 35,951 | 30,411 CHF | 30,771 CHF | 100.00% | 100.00% |
10/05/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 65,000 | 65,000 | 35,544 | 35,544 | 32,438 CHF | 32,794 CHF | 100.00% | 100.00% |
08/05/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 65,000 | 65,000 | 35,666 | 35,666 | 29,260 CHF | 29,617 CHF | 97.89% | 97.89% |
07/05/2024 | 1.28% | 0.81 CHF | 0.82 CHF | 65,000 | 65,000 | 36,050 | 36,050 | 28,768 CHF | 29,130 CHF | 98.41% | 98.41% |
06/05/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 65,000 | 65,000 | 35,952 | 35,952 | 29,249 CHF | 29,609 CHF | 100.00% | 100.00% |
03/05/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 65,000 | 65,000 | 35,639 | 35,639 | 27,775 CHF | 28,132 CHF | 99.94% | 99.94% |
02/05/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 65,000 | 65,000 | 24,158 | 24,158 | 18,444 CHF | 18,686 CHF | 100.00% | 100.00% |