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 | 1.69% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,025 CHF | 40,700 CHF | 97.72% | 97.72% |
15/05/2024 | 1.46% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 49,760 | 56,746 CHF | 40,923 CHF | 98.90% | 98.90% |
14/05/2024 | 1.34% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,677 CHF | 40,305 CHF | 100.00% | 100.00% |
13/05/2024 | 1.44% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,624 CHF | 39,584 CHF | 100.00% | 100.00% |
10/05/2024 | 1.58% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,475 CHF | 40,979 CHF | 100.00% | 100.00% |
08/05/2024 | 1.75% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 67,391 | 50,000 | 54,012 CHF | 40,863 CHF | 98.83% | 98.83% |
07/05/2024 | 1.58% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,279 CHF | 40,115 CHF | 97.06% | 97.06% |
06/05/2024 | 1.57% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,603 CHF | 39,618 CHF | 100.00% | 100.00% |
03/05/2024 | 1.47% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,637 CHF | 40,328 CHF | 97.94% | 97.94% |
02/05/2024 | 1.40% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,472 CHF | 39,458 CHF | 99.40% | 99.40% |