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 | 2.26% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 85,498 | 50,000 | 52,931 CHF | 31,700 CHF | 97.72% | 97.72% |
15/05/2024 | 2.09% | 0.63 CHF | 0.65 CHF | 80,000 | 50,000 | 84,403 | 49,760 | 53,061 CHF | 31,966 CHF | 98.90% | 98.90% |
14/05/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 89,659 | 50,000 | 55,179 CHF | 31,296 CHF | 100.00% | 100.00% |
13/05/2024 | 1.87% | 0.58 CHF | 0.60 CHF | 90,000 | 50,000 | 88,300 | 50,000 | 52,960 CHF | 30,584 CHF | 100.00% | 100.00% |
10/05/2024 | 2.02% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 84,101 | 50,000 | 52,655 CHF | 31,979 CHF | 100.00% | 100.00% |
08/05/2024 | 2.25% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 86,743 | 50,000 | 53,930 CHF | 31,863 CHF | 98.83% | 98.83% |
07/05/2024 | 2.05% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 89,524 | 50,000 | 54,572 CHF | 31,115 CHF | 97.06% | 97.06% |
06/05/2024 | 2.04% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 54,004 CHF | 30,618 CHF | 100.00% | 100.00% |
03/05/2024 | 2.04% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 88,281 | 50,000 | 54,245 CHF | 31,375 CHF | 97.94% | 97.94% |
02/05/2024 | 1.82% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,835 CHF | 30,458 CHF | 99.40% | 99.40% |