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% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,280 CHF | 46,567 CHF | 99.30% | 99.30% |
15/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 49,489 | 51,660 CHF | 43,109 CHF | 98.93% | 98.93% |
14/05/2024 | 1.24% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 65,683 | 49,362 | 53,754 CHF | 40,961 CHF | 99.99% | 99.99% |
13/05/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,339 CHF | 40,742 CHF | 100.00% | 100.00% |
10/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,174 CHF | 39,910 CHF | 100.00% | 100.00% |
08/05/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,720 | 50,000 | 52,415 CHF | 37,579 CHF | 100.00% | 100.00% |
07/05/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,662 CHF | 35,289 CHF | 97.80% | 97.80% |
06/05/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 78,918 | 49,876 | 53,937 CHF | 34,606 CHF | 100.00% | 100.00% |
03/05/2024 | 3.15% | 0.66 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,649 CHF | 16,149 CHF | 98.63% | 98.63% |
02/05/2024 | 3.29% | 0.57 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,956 CHF | 15,456 CHF | 97.69% | 97.69% |