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 | 0.86% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,943 CHF | 58,443 CHF | 99.29% | 99.29% |
15/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,185 CHF | 56,685 CHF | 97.95% | 97.95% |
14/05/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 49,363 | 49,363 | 53,402 CHF | 53,901 CHF | 99.99% | 99.99% |
13/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,300 CHF | 54,800 CHF | 100.00% | 100.00% |
10/05/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,593 CHF | 55,093 CHF | 100.00% | 100.00% |
08/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,220 CHF | 52,720 CHF | 100.00% | 100.00% |
07/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,927 CHF | 53,427 CHF | 98.41% | 98.41% |
06/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 52,108 | 50,000 | 52,159 CHF | 50,572 CHF | 100.00% | 100.00% |
03/05/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 57,862 | 50,000 | 57,087 CHF | 49,875 CHF | 98.64% | 98.64% |
02/05/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,723 CHF | 46,936 CHF | 99.13% | 99.13% |