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 | 1.03% | 0.98 CHF | 0.99 CHF | 60,000 | 60,000 | 60,000 | 36,513 | 57,903 CHF | 35,600 CHF | 99.59% | 99.59% |
15/05/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 60,000 | 60,000 | 60,000 | 36,541 | 56,305 CHF | 34,587 CHF | 99.16% | 99.16% |
14/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60,000 | 60,000 | 60,000 | 36,543 | 53,812 CHF | 33,166 CHF | 98.86% | 98.86% |
13/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 60,000 | 60,000 | 36,494 | 52,016 CHF | 32,179 CHF | 99.51% | 99.51% |
10/05/2024 | 1.05% | 0.90 CHF | 0.91 CHF | 60,000 | 60,000 | 60,000 | 36,397 | 56,857 CHF | 34,648 CHF | 98.57% | 98.57% |
08/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60,000 | 60,000 | 60,568 | 36,291 | 51,346 CHF | 31,190 CHF | 98.45% | 98.45% |
07/05/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 60,000 | 60,000 | 67,798 | 36,470 | 55,942 CHF | 30,553 CHF | 97.38% | 97.38% |
06/05/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60,000 | 60,000 | 60,231 | 36,479 | 50,761 CHF | 31,127 CHF | 98.36% | 98.36% |
03/05/2024 | 1.22% | 0.79 CHF | 0.80 CHF | 70,000 | 60,000 | 69,685 | 36,383 | 56,568 CHF | 29,780 CHF | 98.90% | 98.90% |
02/05/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 70,000 | 60,000 | 70,000 | 36,875 | 55,235 CHF | 29,523 CHF | 94.38% | 94.38% |