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 | 2.01% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,428 CHF | 34,710 CHF | 97.72% | 97.72% |
15/05/2024 | 2.06% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 49,760 | 55,252 CHF | 35,076 CHF | 98.90% | 98.90% |
14/05/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,039 CHF | 34,305 CHF | 100.00% | 100.00% |
13/05/2024 | 1.70% | 0.64 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,828 CHF | 33,584 CHF | 100.00% | 100.00% |
10/05/2024 | 2.05% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,942 CHF | 35,049 CHF | 100.00% | 100.00% |
08/05/2024 | 2.06% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 77,391 | 50,000 | 52,756 CHF | 34,863 CHF | 98.83% | 98.83% |
07/05/2024 | 1.87% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,575 CHF | 34,115 CHF | 97.06% | 97.06% |
06/05/2024 | 1.79% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,835 CHF | 33,618 CHF | 100.00% | 100.00% |
03/05/2024 | 1.86% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,986 CHF | 34,375 CHF | 97.94% | 97.94% |
02/05/2024 | 1.66% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,653 CHF | 33,458 CHF | 99.40% | 99.40% |