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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 2.18% | 1.42 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,151 CHF | 70,675 CHF | 99.89% | 99.89% |
16/05/2024 | 2.30% | 1.32 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,895 CHF | 67,428 CHF | 98.01% | 98.01% |
15/05/2024 | 2.41% | 1.33 CHF | 1.36 CHF | 50,000 | 50,000 | 49,901 | 49,753 | 62,978 CHF | 64,309 CHF | 97.04% | 97.04% |
14/05/2024 | 2.43% | 1.24 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,848 CHF | 63,372 CHF | 99.96% | 99.96% |
13/05/2024 | 2.29% | 1.30 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,833 CHF | 66,335 CHF | 100.00% | 100.00% |
10/05/2024 | 2.42% | 1.24 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,080 CHF | 64,626 CHF | 100.00% | 100.00% |
08/05/2024 | 2.34% | 1.26 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,069 CHF | 65,586 CHF | 98.85% | 98.85% |
07/05/2024 | 1.89% | 1.26 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,320 CHF | 59,440 CHF | 97.06% | 97.06% |
06/05/2024 | 1.74% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,950 CHF | 57,950 CHF | 99.37% | 99.37% |
03/05/2024 | 1.74% | 1.14 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,604 CHF | 57,599 CHF | 97.78% | 97.78% |