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 | 1.10% | 1.43 CHF | 1.45 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 55,368 CHF | 34,987 CHF | 99.25% | 99.25% |
15/05/2024 | 1.15% | 1.39 CHF | 1.41 CHF | 40,000 | 25,000 | 40,000 | 24,952 | 55,815 CHF | 35,218 CHF | 98.90% | 98.90% |
14/05/2024 | 1.06% | 1.37 CHF | 1.38 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 54,897 CHF | 34,675 CHF | 95.83% | 95.83% |
13/05/2024 | 1.03% | 1.37 CHF | 1.38 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 54,980 CHF | 34,719 CHF | 91.37% | 91.37% |
10/05/2024 | 1.29% | 1.38 CHF | 1.40 CHF | 40,000 | 25,000 | 37,146 | 23,703 | 50,028 CHF | 32,329 CHF | 100.00% | 100.00% |
08/05/2024 | 1.22% | 1.25 CHF | 1.26 CHF | 40,000 | 25,000 | 48,563 | 25,000 | 58,749 CHF | 30,649 CHF | 100.00% | 100.00% |
07/05/2024 | 1.21% | 1.19 CHF | 1.21 CHF | 50,000 | 25,000 | 45,630 | 25,000 | 56,277 CHF | 31,274 CHF | 97.06% | 97.06% |
06/05/2024 | 1.31% | 1.18 CHF | 1.19 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,153 CHF | 28,954 CHF | 96.91% | 96.91% |
03/05/2024 | 1.27% | 1.11 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,930 CHF | 28,322 CHF | 97.93% | 97.93% |
02/05/2024 | 1.37% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,227 CHF | 55,987 CHF | 99.40% | 99.40% |