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 | 1.80% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,419 CHF | 44,474 CHF | 98.70% | 98.70% |
15/05/2024 | 1.83% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 94,350 | 74,208 | 52,860 CHF | 42,435 CHF | 94.94% | 94.94% |
14/05/2024 | 4.13% | 0.46 CHF | 0.48 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 18,169 CHF | 18,934 CHF | 96.55% | 96.55% |
13/05/2024 | 1.93% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 99,989 | 75,000 | 53,776 CHF | 41,122 CHF | 95.93% | 95.93% |
10/05/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,559 CHF | 45,413 CHF | 80.90% | 80.90% |
08/05/2024 | 1.78% | 0.55 CHF | 0.57 CHF | 100,000 | 75,000 | 90,510 | 75,000 | 52,033 CHF | 43,901 CHF | 58.65% | 58.65% |
07/05/2024 | 2.07% | 0.55 CHF | 0.57 CHF | 100,000 | 75,000 | 94,384 | 71,635 | 50,791 CHF | 39,325 CHF | 98.22% | 98.22% |
06/05/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 98,773 | 75,000 | 53,842 CHF | 41,671 CHF | 97.25% | 97.25% |
03/05/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 98,119 | 75,000 | 53,435 CHF | 41,646 CHF | 95.82% | 95.82% |
02/05/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 100,020 | 75,000 | 53,052 CHF | 40,556 CHF | 99.13% | 99.13% |