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 | 1.33% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,679 | 50,000 | 51,936 CHF | 43,385 CHF | 97.72% | 97.72% |
15/05/2024 | 1.46% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 49,760 | 51,918 CHF | 43,685 CHF | 98.90% | 98.90% |
14/05/2024 | 1.86% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 62,087 | 50,000 | 52,544 CHF | 43,138 CHF | 100.00% | 100.00% |
13/05/2024 | 1.60% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 66,939 | 50,000 | 55,678 CHF | 42,308 CHF | 100.00% | 100.00% |
10/05/2024 | 1.34% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,001 | 50,000 | 51,670 CHF | 43,636 CHF | 100.00% | 100.00% |
08/05/2024 | 1.22% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 62,304 | 50,000 | 53,376 CHF | 43,410 CHF | 98.83% | 98.83% |
07/05/2024 | 1.27% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 50,567 CHF | 42,679 CHF | 96.43% | 96.43% |
06/05/2024 | 1.29% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 65,655 | 50,000 | 54,762 CHF | 42,277 CHF | 100.00% | 100.00% |
03/05/2024 | 1.46% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 62,169 | 50,000 | 52,771 CHF | 43,106 CHF | 97.94% | 97.94% |
02/05/2024 | 1.34% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 68,045 | 50,000 | 56,525 CHF | 42,125 CHF | 99.40% | 99.40% |