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 | 1.95% | 1.49 CHF | 1.52 CHF | 40,000 | 40,000 | 39,921 | 39,921 | 60,989 CHF | 62,189 CHF | 99.48% | 99.48% |
15/05/2024 | 2.22% | 1.57 CHF | 1.60 CHF | 40,000 | 40,000 | 39,926 | 39,926 | 53,887 CHF | 55,087 CHF | 99.98% | 99.98% |
14/05/2024 | 2.49% | 1.15 CHF | 1.18 CHF | 40,000 | 40,000 | 39,825 | 39,825 | 47,815 CHF | 49,015 CHF | 98.60% | 98.60% |
13/05/2024 | 2.43% | 1.24 CHF | 1.27 CHF | 40,000 | 40,000 | 39,930 | 39,930 | 48,915 CHF | 50,115 CHF | 98.67% | 98.67% |
10/05/2024 | 2.27% | 1.38 CHF | 1.41 CHF | 40,000 | 40,000 | 39,967 | 39,967 | 52,465 CHF | 53,665 CHF | 99.51% | 99.51% |
08/05/2024 | 2.43% | 1.21 CHF | 1.24 CHF | 40,000 | 40,000 | 39,875 | 39,875 | 48,889 CHF | 50,089 CHF | 98.63% | 98.63% |
07/05/2024 | 2.56% | 1.17 CHF | 1.20 CHF | 40,000 | 40,000 | 39,935 | 39,935 | 46,386 CHF | 47,586 CHF | 99.69% | 99.69% |
06/05/2024 | 2.66% | 1.12 CHF | 1.15 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 44,499 CHF | 45,699 CHF | 99.84% | 99.84% |
03/05/2024 | 2.90% | 1.12 CHF | 1.15 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 40,938 CHF | 42,138 CHF | 99.96% | 99.96% |
02/05/2024 | 2.83% | 0.90 CHF | 0.93 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 41,928 CHF | 43,128 CHF | 98.45% | 98.45% |