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 | 1.46% | 0.69 CHF | 0.71 CHF | 80,000 | 75,000 | 76,905 | 75,000 | 55,108 CHF | 54,554 CHF | 98.70% | 98.70% |
15/05/2024 | 1.49% | 0.74 CHF | 0.76 CHF | 75,000 | 75,000 | 78,176 | 74,208 | 53,979 CHF | 52,055 CHF | 94.91% | 94.91% |
14/05/2024 | 3.35% | 0.57 CHF | 0.59 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 22,467 CHF | 23,232 CHF | 96.89% | 96.89% |
13/05/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,879 CHF | 50,365 CHF | 95.93% | 95.93% |
10/05/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 75,342 | 75,000 | 54,683 CHF | 55,235 CHF | 76.59% | 76.59% |
08/05/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 78,480 | 75,000 | 55,080 CHF | 53,450 CHF | 58.65% | 58.65% |
07/05/2024 | 1.74% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 76,189 | 71,637 | 50,294 CHF | 48,094 CHF | 98.20% | 98.20% |
06/05/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,378 CHF | 50,814 CHF | 97.25% | 97.25% |
03/05/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 53,350 CHF | 50,773 CHF | 95.81% | 95.81% |
02/05/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 81,511 | 75,000 | 52,930 CHF | 49,517 CHF | 99.12% | 99.12% |