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 | 1.07% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,019 CHF | 67,739 CHF | 99.25% | 99.25% |
15/05/2024 | 0.98% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 49,798 | 49,447 | 64,896 CHF | 65,065 CHF | 98.90% | 98.90% |
14/05/2024 | 1.03% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,275 CHF | 63,931 CHF | 99.99% | 99.99% |
13/05/2024 | 0.90% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,387 CHF | 69,002 CHF | 100.00% | 100.00% |
10/05/2024 | 0.86% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,734 CHF | 71,344 CHF | 100.00% | 100.00% |
08/05/2024 | 0.87% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,648 CHF | 70,253 CHF | 95.09% | 95.09% |
07/05/2024 | 0.87% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,150 CHF | 68,747 CHF | 96.43% | 96.43% |
06/05/2024 | 0.87% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,736 CHF | 69,333 CHF | 100.00% | 100.00% |
03/05/2024 | 1.13% | 1.38 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,692 CHF | 67,449 CHF | 97.93% | 97.93% |
02/05/2024 | 1.16% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,273 CHF | 66,032 CHF | 99.36% | 99.36% |