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 | 1.58% | 0.97 CHF | 0.99 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,632 CHF | 23,548 CHF | 99.25% | 99.25% |
15/05/2024 | 1.69% | 0.93 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 24,952 | 56,291 CHF | 23,807 CHF | 98.75% | 98.75% |
14/05/2024 | 1.58% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,885 CHF | 23,232 CHF | 95.83% | 95.83% |
13/05/2024 | 1.69% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 59,987 | 25,000 | 54,979 CHF | 23,303 CHF | 91.37% | 91.37% |
10/05/2024 | 1.80% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 55,071 | 23,703 | 49,028 CHF | 21,480 CHF | 100.00% | 100.00% |
08/05/2024 | 2.13% | 0.79 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 52,723 CHF | 19,235 CHF | 100.00% | 100.00% |
07/05/2024 | 1.90% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,477 CHF | 19,829 CHF | 97.06% | 97.06% |
06/05/2024 | 2.27% | 0.72 CHF | 0.74 CHF | 70,000 | 25,000 | 79,651 | 25,000 | 54,566 CHF | 17,524 CHF | 96.91% | 96.91% |
03/05/2024 | 2.30% | 0.65 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,849 CHF | 16,899 CHF | 97.92% | 97.92% |
02/05/2024 | 2.34% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,257 | 50,000 | 51,918 CHF | 33,117 CHF | 98.88% | 98.88% |