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 | 0.98% | 1.03 CHF | 1.04 CHF | 60,000 | 60,000 | 52,173 | 36,519 | 52,813 CHF | 37,338 CHF | 99.67% | 99.67% |
15/05/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 60,000 | 60,000 | 56,371 | 36,550 | 55,600 CHF | 36,380 CHF | 99.18% | 99.18% |
14/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 60,000 | 60,000 | 60,000 | 36,547 | 56,756 CHF | 34,962 CHF | 98.91% | 98.91% |
13/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 60,000 | 60,000 | 60,000 | 36,497 | 54,966 CHF | 33,975 CHF | 99.57% | 99.57% |
10/05/2024 | 1.00% | 0.95 CHF | 0.96 CHF | 60,000 | 60,000 | 53,251 | 36,394 | 52,987 CHF | 36,423 CHF | 98.60% | 98.60% |
08/05/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60,000 | 60,000 | 60,000 | 36,292 | 53,815 CHF | 32,968 CHF | 98.52% | 98.52% |
07/05/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60,000 | 60,000 | 60,000 | 36,471 | 52,485 CHF | 32,349 CHF | 97.43% | 97.43% |
06/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60,000 | 60,000 | 60,000 | 36,481 | 53,503 CHF | 32,906 CHF | 98.42% | 98.42% |
03/05/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 70,000 | 60,000 | 60,598 | 36,303 | 52,121 CHF | 31,474 CHF | 98.59% | 98.59% |
02/05/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 60,000 | 60,000 | 63,958 | 36,819 | 53,530 CHF | 31,273 CHF | 95.28% | 95.28% |