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 | 0.63% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,238 CHF | 79,738 CHF | 98.49% | 98.49% |
15/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,744 CHF | 79,244 CHF | 98.31% | 98.31% |
14/05/2024 | 0.63% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,775 CHF | 80,275 CHF | 99.36% | 99.36% |
13/05/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 49,995 | 50,000 | 82,240 CHF | 82,748 CHF | 98.93% | 98.93% |
10/05/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,365 CHF | 85,865 CHF | 99.23% | 99.23% |
08/05/2024 | 0.55% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,662 CHF | 92,162 CHF | 98.61% | 98.61% |
07/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,456 CHF | 111,956 CHF | 94.70% | 94.70% |
06/05/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,334 CHF | 115,834 CHF | 99.36% | 99.36% |
03/05/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,384 CHF | 106,884 CHF | 99.27% | 99.27% |
02/05/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,330 CHF | 106,830 CHF | 99.36% | 99.36% |