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 | 1.52% | 1.11 CHF | 1.13 CHF | 50,000 | 25,000 | 50,157 | 25,000 | 53,316 CHF | 26,987 CHF | 99.25% | 99.25% |
15/05/2024 | 1.42% | 1.07 CHF | 1.09 CHF | 50,000 | 25,000 | 50,000 | 24,952 | 53,769 CHF | 27,214 CHF | 98.90% | 98.90% |
14/05/2024 | 1.48% | 1.05 CHF | 1.06 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,567 CHF | 26,675 CHF | 95.83% | 95.83% |
13/05/2024 | 1.46% | 1.05 CHF | 1.06 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,665 CHF | 26,719 CHF | 91.37% | 91.37% |
10/05/2024 | 1.56% | 1.06 CHF | 1.08 CHF | 50,000 | 25,000 | 46,410 | 23,703 | 47,640 CHF | 24,715 CHF | 100.00% | 100.00% |
08/05/2024 | 1.66% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,461 CHF | 22,649 CHF | 100.00% | 100.00% |
07/05/2024 | 1.63% | 0.87 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,913 CHF | 23,255 CHF | 97.06% | 97.06% |
06/05/2024 | 1.82% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 67,911 | 25,000 | 55,851 CHF | 20,954 CHF | 96.91% | 96.91% |
03/05/2024 | 1.85% | 0.79 CHF | 0.80 CHF | 70,000 | 25,000 | 69,942 | 25,000 | 55,809 CHF | 20,322 CHF | 97.70% | 97.70% |
02/05/2024 | 1.92% | 0.78 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,918 CHF | 39,988 CHF | 99.34% | 99.34% |