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 | 1.98% | 0.80 CHF | 0.82 CHF | 70,000 | 25,000 | 70,794 | 25,000 | 53,280 CHF | 19,206 CHF | 99.25% | 99.25% |
15/05/2024 | 1.99% | 0.76 CHF | 0.77 CHF | 70,000 | 25,000 | 70,066 | 24,952 | 53,519 CHF | 19,445 CHF | 98.90% | 98.90% |
14/05/2024 | 1.97% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 70,655 | 25,000 | 52,355 CHF | 18,903 CHF | 95.83% | 95.83% |
13/05/2024 | 2.03% | 0.73 CHF | 0.75 CHF | 70,000 | 25,000 | 72,083 | 25,000 | 53,422 CHF | 18,934 CHF | 91.37% | 91.37% |
10/05/2024 | 2.41% | 0.75 CHF | 0.77 CHF | 70,000 | 25,000 | 68,433 | 23,703 | 48,870 CHF | 17,367 CHF | 100.00% | 100.00% |
08/05/2024 | 2.82% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 90,785 | 25,000 | 52,540 CHF | 14,899 CHF | 100.00% | 100.00% |
07/05/2024 | 2.45% | 0.56 CHF | 0.58 CHF | 90,000 | 25,000 | 86,652 | 25,000 | 52,334 CHF | 15,505 CHF | 97.06% | 97.06% |
06/05/2024 | 2.82% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 100,946 | 25,000 | 51,663 CHF | 13,166 CHF | 96.91% | 96.91% |
03/05/2024 | 2.82% | 0.48 CHF | 0.49 CHF | 110,000 | 25,000 | 107,105 | 25,000 | 52,220 CHF | 12,548 CHF | 97.70% | 97.70% |
02/05/2024 | 3.16% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 109,415 | 50,000 | 51,876 CHF | 24,488 CHF | 99.28% | 99.28% |