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 | 2.39% | 0.50 CHF | 0.51 CHF | 109,889 | 50,000 | 106,861 | 50,000 | 51,531 CHF | 24,722 CHF | 80.51% | 80.51% |
15/05/2024 | 2.50% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 105,806 | 49,711 | 52,240 CHF | 25,180 CHF | 82.34% | 82.34% |
14/05/2024 | 2.67% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,778 CHF | 24,638 CHF | 100.00% | 100.00% |
13/05/2024 | 2.95% | 0.46 CHF | 0.47 CHF | 112,301 | 50,000 | 109,977 | 50,000 | 50,982 CHF | 23,894 CHF | 93.96% | 93.96% |
10/05/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 105,201 | 50,000 | 51,715 CHF | 25,136 CHF | 100.00% | 100.00% |
08/05/2024 | 2.54% | 0.47 CHF | 0.49 CHF | 110,000 | 50,000 | 107,069 | 50,000 | 52,114 CHF | 25,014 CHF | 98.83% | 98.83% |
07/05/2024 | 2.36% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,090 CHF | 24,242 CHF | 97.06% | 97.06% |
06/05/2024 | 2.56% | 0.45 CHF | 0.46 CHF | 111,979 | 50,000 | 110,250 | 50,000 | 51,233 CHF | 23,841 CHF | 98.72% | 98.72% |
03/05/2024 | 2.36% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 108,995 | 50,000 | 52,798 CHF | 24,813 CHF | 78.36% | 78.36% |
02/05/2024 | 2.43% | 0.45 CHF | 0.47 CHF | 113,080 | 50,000 | 110,854 | 50,000 | 51,510 CHF | 23,809 CHF | 55.18% | 55.18% |