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 | 1.14% | 0.88 CHF | 0.89 CHF | 60,000 | 60,000 | 60,000 | 36,519 | 52,173 CHF | 32,118 CHF | 99.67% | 99.67% |
15/05/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 60,000 | 60,000 | 62,589 | 36,548 | 52,666 CHF | 31,086 CHF | 99.21% | 99.21% |
14/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 70,000 | 60,000 | 70,000 | 36,629 | 56,098 CHF | 29,747 CHF | 97.67% | 97.67% |
13/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70,000 | 60,000 | 70,000 | 36,496 | 54,069 CHF | 28,726 CHF | 99.57% | 99.57% |
10/05/2024 | 1.17% | 0.81 CHF | 0.82 CHF | 70,000 | 60,000 | 62,010 | 36,394 | 52,756 CHF | 31,157 CHF | 98.60% | 98.60% |
08/05/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 70,000 | 60,000 | 70,000 | 36,292 | 52,637 CHF | 27,720 CHF | 98.51% | 98.51% |
07/05/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 70,000 | 60,000 | 70,001 | 36,471 | 51,104 CHF | 27,066 CHF | 97.43% | 97.43% |
06/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 70,000 | 60,000 | 70,000 | 36,481 | 52,337 CHF | 27,651 CHF | 98.42% | 98.42% |
03/05/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 80,000 | 60,000 | 73,203 | 36,379 | 52,341 CHF | 26,274 CHF | 98.59% | 98.59% |
02/05/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 70,000 | 60,000 | 79,171 | 36,597 | 54,816 CHF | 25,779 CHF | 94.36% | 94.36% |