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 | 3.13% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 80,014 | 50,000 | 53,104 CHF | 34,238 CHF | 96.83% | 96.83% |
15/05/2024 | 2.16% | 0.63 CHF | 0.65 CHF | 86,822 | 50,000 | 87,790 | 49,376 | 52,693 CHF | 30,328 CHF | 77.77% | 77.77% |
14/05/2024 | 1.91% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 88,317 | 49,360 | 51,130 CHF | 29,123 CHF | 99.73% | 99.73% |
13/05/2024 | 1.95% | 0.55 CHF | 0.56 CHF | 95,206 | 50,000 | 96,888 | 50,000 | 51,225 CHF | 26,965 CHF | 100.00% | 100.00% |
10/05/2024 | 1.92% | 0.55 CHF | 0.56 CHF | 95,333 | 50,000 | 94,938 | 50,000 | 51,317 CHF | 27,553 CHF | 94.61% | 94.61% |
08/05/2024 | 1.89% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,980 | 50,000 | 52,153 CHF | 29,226 CHF | 90.59% | 90.59% |
07/05/2024 | 1.92% | 0.54 CHF | 0.55 CHF | 95,689 | 50,000 | 92,160 | 50,000 | 51,742 CHF | 28,635 CHF | 92.95% | 92.95% |
06/05/2024 | 1.88% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 89,771 | 50,000 | 53,768 CHF | 30,518 CHF | 97.19% | 97.19% |
03/05/2024 | 3.14% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 81,704 | 50,000 | 52,168 CHF | 32,972 CHF | 98.63% | 98.63% |
02/05/2024 | 3.32% | 0.63 CHF | 0.66 CHF | 80,000 | 50,000 | 83,538 | 50,000 | 52,262 CHF | 32,352 CHF | 95.75% | 95.75% |