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 | 1.51% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,567 CHF | 33,354 CHF | 99.30% | 99.30% |
15/05/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 73,744 | 49,489 | 52,861 CHF | 35,995 CHF | 98.93% | 98.93% |
14/05/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 68,853 | 49,363 | 52,346 CHF | 38,026 CHF | 99.99% | 99.99% |
13/05/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,261 CHF | 39,258 CHF | 100.00% | 100.00% |
10/05/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,621 CHF | 40,229 CHF | 100.00% | 100.00% |
08/05/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 64,931 | 50,000 | 54,481 CHF | 42,517 CHF | 100.00% | 100.00% |
07/05/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,188 CHF | 44,823 CHF | 96.44% | 96.44% |
06/05/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 59,826 | 49,876 | 53,807 CHF | 45,358 CHF | 100.00% | 100.00% |
03/05/2024 | 1.80% | 0.92 CHF | 0.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,764 CHF | 24,195 CHF | 98.64% | 98.64% |
02/05/2024 | 2.02% | 1.00 CHF | 1.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,473 CHF | 24,973 CHF | 99.13% | 99.13% |