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% | 1.47 CHF | 1.49 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 60,781 CHF | 38,395 CHF | 99.25% | 99.25% |
15/05/2024 | 1.01% | 1.51 CHF | 1.53 CHF | 40,000 | 25,000 | 40,000 | 24,952 | 60,371 CHF | 38,043 CHF | 98.90% | 98.90% |
14/05/2024 | 0.96% | 1.54 CHF | 1.55 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,356 CHF | 38,717 CHF | 95.83% | 95.83% |
13/05/2024 | 1.06% | 1.54 CHF | 1.56 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,339 CHF | 38,746 CHF | 91.37% | 91.37% |
10/05/2024 | 1.03% | 1.53 CHF | 1.54 CHF | 40,000 | 25,000 | 37,146 | 23,703 | 58,103 CHF | 37,437 CHF | 100.00% | 100.00% |
08/05/2024 | 0.84% | 1.74 CHF | 1.75 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,222 CHF | 44,725 CHF | 100.00% | 100.00% |
07/05/2024 | 0.97% | 1.79 CHF | 1.81 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,494 CHF | 44,171 CHF | 97.06% | 97.06% |
06/05/2024 | 0.77% | 1.81 CHF | 1.82 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,343 CHF | 46,476 CHF | 96.91% | 96.91% |
03/05/2024 | 0.85% | 1.88 CHF | 1.90 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,161 CHF | 47,202 CHF | 97.92% | 97.92% |
02/05/2024 | 0.80% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,313 CHF | 95,068 CHF | 99.39% | 99.39% |