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 | 2.90% | 0.67 CHF | 0.69 CHF | 80,000 | 75,000 | 78,852 | 75,000 | 55,320 CHF | 54,187 CHF | 98.70% | 98.70% |
15/05/2024 | 2.25% | 0.74 CHF | 0.76 CHF | 75,000 | 75,000 | 82,808 | 74,208 | 54,462 CHF | 50,181 CHF | 94.94% | 94.94% |
14/05/2024 | 4.03% | 0.46 CHF | 0.48 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 18,718 CHF | 19,483 CHF | 95.39% | 95.39% |
13/05/2024 | 1.73% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 89,327 | 75,000 | 54,609 CHF | 46,664 CHF | 95.94% | 95.94% |
10/05/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 79,368 | 75,000 | 55,924 CHF | 53,643 CHF | 80.91% | 80.91% |
08/05/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,279 CHF | 50,708 CHF | 58.66% | 58.66% |
07/05/2024 | 1.87% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 84,755 | 71,635 | 51,635 CHF | 44,449 CHF | 98.23% | 98.23% |
06/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 86,176 | 75,000 | 53,330 CHF | 47,244 CHF | 97.27% | 97.27% |
03/05/2024 | 1.63% | 0.63 CHF | 0.64 CHF | 80,000 | 75,000 | 86,476 | 75,000 | 53,714 CHF | 47,405 CHF | 95.81% | 95.81% |
02/05/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,463 | 75,000 | 54,004 CHF | 45,584 CHF | 98.88% | 98.88% |