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 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,321 CHF | 80,821 CHF | 99.30% | 99.30% |
15/05/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 49,796 | 49,489 | 77,048 CHF | 77,074 CHF | 98.93% | 98.93% |
14/05/2024 | 0.68% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 49,362 | 49,362 | 74,373 CHF | 74,873 CHF | 99.99% | 99.99% |
13/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,539 CHF | 75,039 CHF | 100.00% | 100.00% |
10/05/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,617 CHF | 74,117 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,437 CHF | 71,937 CHF | 100.00% | 100.00% |
07/05/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,128 CHF | 69,628 CHF | 96.75% | 96.75% |
06/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 49,876 | 49,876 | 68,264 CHF | 68,764 CHF | 100.00% | 100.00% |
03/05/2024 | 1.31% | 1.34 CHF | 1.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,805 CHF | 33,236 CHF | 98.64% | 98.64% |
02/05/2024 | 1.55% | 1.26 CHF | 1.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,092 CHF | 32,592 CHF | 99.13% | 99.13% |