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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 2.14% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,732 | 50,000 | 52,188 CHF | 52,580 CHF | 99.39% | 99.39% |
22/05/2024 | 1.44% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 66,749 | 50,000 | 54,780 CHF | 41,712 CHF | 97.30% | 97.30% |
21/05/2024 | 1.46% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 65,908 | 50,000 | 54,133 CHF | 41,770 CHF | 96.57% | 96.57% |
17/05/2024 | 1.52% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,617 CHF | 41,060 CHF | 98.34% | 98.34% |
16/05/2024 | 1.36% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 60,437 | 50,000 | 51,534 CHF | 43,226 CHF | 84.73% | 84.73% |
15/05/2024 | 1.50% | 0.85 CHF | 0.87 CHF | 60,000 | 50,000 | 69,217 | 49,448 | 52,557 CHF | 38,185 CHF | 90.37% | 90.37% |
14/05/2024 | 1.64% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,646 CHF | 35,354 CHF | 98.81% | 98.81% |
13/05/2024 | 1.69% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 78,747 | 50,000 | 55,503 CHF | 35,863 CHF | 94.00% | 94.00% |
10/05/2024 | 1.55% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,463 | 50,000 | 52,264 CHF | 37,676 CHF | 91.46% | 91.46% |
08/05/2024 | 1.63% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 78,278 | 50,000 | 55,015 CHF | 35,740 CHF | 86.23% | 86.23% |