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 | 2.40% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 125,793 | 50,000 | 51,763 CHF | 21,093 CHF | 99.30% | 99.30% |
15/05/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 49,489 | 52,056 CHF | 23,923 CHF | 98.93% | 98.93% |
14/05/2024 | 1.98% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 100,745 | 49,363 | 51,826 CHF | 25,928 CHF | 99.99% | 99.99% |
13/05/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,156 CHF | 27,078 CHF | 100.00% | 100.00% |
10/05/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 98,673 | 50,000 | 54,061 CHF | 27,902 CHF | 100.00% | 100.00% |
08/05/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 89,282 | 50,000 | 52,998 CHF | 30,196 CHF | 100.00% | 100.00% |
07/05/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 80,052 | 50,000 | 51,360 CHF | 32,580 CHF | 96.76% | 96.76% |
06/05/2024 | 1.53% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,698 | 49,876 | 52,764 CHF | 33,133 CHF | 100.00% | 100.00% |
03/05/2024 | 2.65% | 0.68 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,629 CHF | 18,101 CHF | 98.62% | 98.62% |
02/05/2024 | 2.69% | 0.76 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,337 CHF | 18,837 CHF | 99.13% | 99.13% |