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 | 2.11% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 56,112 | 50,000 | 55,778 CHF | 50,827 CHF | 99.30% | 99.30% |
15/05/2024 | 2.35% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 49,489 | 55,525 CHF | 46,871 CHF | 98.93% | 98.93% |
14/05/2024 | 2.48% | 0.90 CHF | 0.93 CHF | 60,000 | 50,000 | 59,106 | 49,361 | 52,631 CHF | 45,056 CHF | 99.99% | 99.99% |
13/05/2024 | 2.54% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 67,117 | 50,000 | 55,342 CHF | 42,333 CHF | 100.00% | 100.00% |
10/05/2024 | 2.42% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 60,631 | 50,000 | 51,285 CHF | 43,337 CHF | 100.00% | 100.00% |
08/05/2024 | 2.33% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,629 CHF | 44,890 CHF | 99.18% | 99.18% |
07/05/2024 | 2.34% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 60,837 | 50,000 | 53,283 CHF | 44,857 CHF | 80.61% | 80.61% |
06/05/2024 | 2.33% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,018 CHF | 46,073 CHF | 100.00% | 100.00% |
03/05/2024 | 2.15% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,103 CHF | 48,619 CHF | 98.63% | 98.63% |
02/05/2024 | 2.21% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,897 CHF | 48,473 CHF | 99.12% | 99.12% |