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 | 1.63% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 74,066 | 50,000 | 53,079 CHF | 36,481 CHF | 99.25% | 99.25% |
15/05/2024 | 1.52% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 49,447 | 52,960 CHF | 37,987 CHF | 98.90% | 98.90% |
14/05/2024 | 1.53% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,615 CHF | 40,336 CHF | 99.99% | 99.99% |
13/05/2024 | 1.62% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 79,150 | 50,000 | 54,766 CHF | 35,179 CHF | 100.00% | 100.00% |
10/05/2024 | 1.96% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,299 | 50,000 | 52,191 CHF | 33,148 CHF | 88.58% | 88.58% |
08/05/2024 | 1.77% | 0.63 CHF | 0.64 CHF | 87,397 | 50,000 | 78,829 | 50,000 | 53,641 CHF | 34,682 CHF | 82.35% | 82.35% |
07/05/2024 | 1.68% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 77,058 | 50,000 | 54,281 CHF | 35,850 CHF | 96.43% | 96.43% |
06/05/2024 | 1.71% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 78,741 | 50,000 | 54,560 CHF | 35,264 CHF | 100.00% | 100.00% |
03/05/2024 | 1.71% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 72,198 | 50,000 | 53,049 CHF | 37,442 CHF | 97.93% | 97.93% |
02/05/2024 | 1.74% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,527 CHF | 38,903 CHF | 96.46% | 96.46% |