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 | 1.26% | 1.30 CHF | 1.32 CHF | 40,000 | 25,000 | 42,863 | 25,000 | 53,766 CHF | 31,830 CHF | 99.25% | 99.25% |
15/05/2024 | 1.18% | 1.26 CHF | 1.28 CHF | 40,000 | 25,000 | 40,978 | 24,952 | 51,965 CHF | 32,042 CHF | 98.90% | 98.90% |
14/05/2024 | 1.32% | 1.24 CHF | 1.26 CHF | 50,000 | 25,000 | 44,233 | 25,000 | 54,996 CHF | 31,533 CHF | 95.83% | 95.83% |
13/05/2024 | 1.34% | 1.24 CHF | 1.26 CHF | 50,000 | 25,000 | 45,663 | 25,000 | 56,801 CHF | 31,582 CHF | 91.37% | 91.37% |
10/05/2024 | 1.42% | 1.26 CHF | 1.27 CHF | 40,000 | 25,000 | 45,028 | 23,703 | 54,913 CHF | 29,333 CHF | 100.00% | 100.00% |
08/05/2024 | 1.48% | 1.12 CHF | 1.14 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,159 CHF | 27,485 CHF | 100.00% | 100.00% |
07/05/2024 | 1.34% | 1.07 CHF | 1.08 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,412 CHF | 28,079 CHF | 97.06% | 97.06% |
06/05/2024 | 1.54% | 1.05 CHF | 1.07 CHF | 50,000 | 25,000 | 50,573 | 25,000 | 51,329 CHF | 25,774 CHF | 96.91% | 96.91% |
03/05/2024 | 1.54% | 0.98 CHF | 1.00 CHF | 60,000 | 25,000 | 56,120 | 25,000 | 55,543 CHF | 25,149 CHF | 97.92% | 97.92% |
02/05/2024 | 1.56% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 58,264 | 50,000 | 56,882 CHF | 49,617 CHF | 98.88% | 98.88% |