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 | 1.61% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,338 CHF | 37,988 CHF | 97.72% | 97.72% |
15/05/2024 | 1.51% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 49,760 | 53,053 CHF | 38,278 CHF | 98.90% | 98.90% |
14/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,091 CHF | 37,718 CHF | 100.00% | 100.00% |
13/05/2024 | 1.80% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 73,352 | 50,000 | 53,281 CHF | 37,017 CHF | 100.00% | 100.00% |
10/05/2024 | 1.72% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,691 CHF | 38,289 CHF | 100.00% | 100.00% |
08/05/2024 | 1.69% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,519 CHF | 38,158 CHF | 98.83% | 98.83% |
07/05/2024 | 2.00% | 0.75 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,439 CHF | 37,485 CHF | 97.06% | 97.06% |
06/05/2024 | 1.82% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 70,902 | 50,000 | 51,512 CHF | 37,002 CHF | 100.00% | 100.00% |
03/05/2024 | 1.44% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,449 | 50,000 | 52,315 CHF | 37,679 CHF | 97.94% | 97.94% |
02/05/2024 | 2.06% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 71,415 | 50,000 | 51,625 CHF | 36,908 CHF | 99.40% | 99.40% |