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 | 2.57% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 28,721 | 53,957 CHF | 32,194 CHF | 98.41% | 98.41% |
15/05/2024 | 3.46% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 67,549 | 28,866 | 53,762 CHF | 24,355 CHF | 99.61% | 99.61% |
14/05/2024 | 4.10% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 79,799 | 28,837 | 53,284 CHF | 20,160 CHF | 99.48% | 99.48% |
13/05/2024 | 3.72% | 0.76 CHF | 0.78 CHF | 70,000 | 50,000 | 70,385 | 28,876 | 51,649 CHF | 22,029 CHF | 99.65% | 99.65% |
10/05/2024 | 3.43% | 0.73 CHF | 0.75 CHF | 70,000 | 50,000 | 69,239 | 29,067 | 54,879 CHF | 23,849 CHF | 90.82% | 90.82% |
08/05/2024 | 3.29% | 0.80 CHF | 0.82 CHF | 70,000 | 50,000 | 63,922 | 28,876 | 53,094 CHF | 24,824 CHF | 99.66% | 99.66% |
07/05/2024 | 3.10% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 60,080 | 28,876 | 53,135 CHF | 26,392 CHF | 99.67% | 99.67% |
06/05/2024 | 3.27% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 65,006 | 28,924 | 54,539 CHF | 25,451 CHF | 98.43% | 98.43% |
03/05/2024 | 4.38% | 0.65 CHF | 0.67 CHF | 80,000 | 50,000 | 85,696 | 28,827 | 53,562 CHF | 19,066 CHF | 99.43% | 99.43% |
02/05/2024 | 5.79% | 0.58 CHF | 0.60 CHF | 90,000 | 50,000 | 74,037 | 26,014 | 43,978 CHF | 15,978 CHF | 99.51% | 99.51% |