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 | 0.83% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 42,171 | 20,237 | 61,037 CHF | 29,576 CHF | 99.61% | 99.61% |
15/05/2024 | 0.83% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 42,172 | 20,267 | 61,256 CHF | 29,974 CHF | 99.62% | 99.62% |
14/05/2024 | 0.81% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 42,171 | 20,242 | 62,453 CHF | 30,389 CHF | 99.62% | 99.62% |
13/05/2024 | 0.87% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 42,171 | 20,236 | 58,483 CHF | 28,225 CHF | 99.61% | 99.61% |
10/05/2024 | 0.84% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 42,132 | 20,125 | 61,239 CHF | 29,568 CHF | 98.57% | 98.57% |
08/05/2024 | 0.92% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 42,172 | 20,266 | 56,010 CHF | 28,187 CHF | 99.62% | 99.62% |
07/05/2024 | 1.03% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 20,284 | 58,576 CHF | 24,302 CHF | 99.15% | 99.15% |
06/05/2024 | 1.28% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 58,502 | 20,266 | 55,296 CHF | 20,153 CHF | 99.62% | 99.62% |
03/05/2024 | 1.59% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 68,858 | 20,078 | 52,201 CHF | 16,179 CHF | 99.08% | 99.08% |
02/05/2024 | 1.93% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 87,240 | 20,238 | 54,426 CHF | 13,283 CHF | 99.62% | 99.62% |