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 | 0.69% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,014 CHF | 72,514 CHF | 99.30% | 99.30% |
15/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 49,796 | 49,489 | 68,700 CHF | 68,776 CHF | 98.93% | 98.93% |
14/05/2024 | 0.76% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 49,362 | 49,362 | 66,096 CHF | 66,596 CHF | 99.99% | 99.99% |
13/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,202 CHF | 66,702 CHF | 100.00% | 100.00% |
10/05/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,271 CHF | 65,771 CHF | 100.00% | 100.00% |
08/05/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,984 CHF | 63,484 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,751 CHF | 61,251 CHF | 98.92% | 98.92% |
06/05/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 49,876 | 49,876 | 59,954 CHF | 60,454 CHF | 100.00% | 100.00% |
03/05/2024 | 1.61% | 1.17 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,595 CHF | 29,058 CHF | 93.61% | 93.61% |
02/05/2024 | 1.78% | 1.09 CHF | 1.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,913 CHF | 28,413 CHF | 99.13% | 99.13% |