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 | 0.82% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,821 CHF | 61,321 CHF | 99.30% | 99.30% |
15/05/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 49,489 | 57,828 CHF | 57,739 CHF | 98.93% | 98.93% |
14/05/2024 | 0.92% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 49,362 | 49,362 | 55,026 CHF | 55,526 CHF | 99.99% | 99.99% |
13/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,922 CHF | 55,422 CHF | 100.00% | 100.00% |
10/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,117 CHF | 54,617 CHF | 100.00% | 100.00% |
08/05/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,096 | 50,000 | 51,963 CHF | 52,368 CHF | 100.00% | 100.00% |
07/05/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 56,497 | 50,000 | 56,046 CHF | 50,128 CHF | 96.75% | 96.75% |
06/05/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 57,790 | 49,876 | 56,497 CHF | 49,312 CHF | 100.00% | 100.00% |
03/05/2024 | 1.86% | 0.95 CHF | 0.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,055 CHF | 23,486 CHF | 98.64% | 98.64% |
02/05/2024 | 2.21% | 0.87 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,342 CHF | 22,842 CHF | 99.13% | 99.13% |