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% | 1.13 CHF | 1.15 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,360 CHF | 27,580 CHF | 99.25% | 99.25% |
15/05/2024 | 1.36% | 1.09 CHF | 1.11 CHF | 50,000 | 25,000 | 50,000 | 24,952 | 54,955 CHF | 27,800 CHF | 98.90% | 98.90% |
14/05/2024 | 1.41% | 1.07 CHF | 1.09 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,805 CHF | 27,284 CHF | 95.74% | 95.74% |
13/05/2024 | 1.55% | 1.07 CHF | 1.09 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,827 CHF | 27,332 CHF | 91.37% | 91.37% |
10/05/2024 | 1.65% | 1.09 CHF | 1.10 CHF | 50,000 | 25,000 | 46,109 | 23,703 | 48,429 CHF | 25,303 CHF | 100.00% | 100.00% |
08/05/2024 | 1.69% | 0.95 CHF | 0.97 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,831 CHF | 23,235 CHF | 100.00% | 100.00% |
07/05/2024 | 1.79% | 0.90 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,294 CHF | 23,880 CHF | 97.06% | 97.06% |
06/05/2024 | 1.85% | 0.88 CHF | 0.90 CHF | 60,000 | 25,000 | 62,638 | 25,000 | 52,897 CHF | 21,524 CHF | 96.91% | 96.91% |
03/05/2024 | 1.86% | 0.81 CHF | 0.83 CHF | 70,000 | 25,000 | 69,264 | 25,000 | 56,818 CHF | 20,900 CHF | 97.89% | 97.89% |
02/05/2024 | 1.85% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 69,830 | 50,000 | 56,464 CHF | 41,188 CHF | 98.89% | 98.89% |