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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.28% | 1.66 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,480 CHF | 82,530 CHF | 99.89% | 99.89% |
16/05/2024 | 1.30% | 1.57 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,718 CHF | 79,750 CHF | 98.00% | 98.00% |
15/05/2024 | 1.33% | 1.59 CHF | 1.61 CHF | 50,000 | 50,000 | 49,901 | 49,753 | 76,123 CHF | 76,902 CHF | 97.04% | 97.04% |
14/05/2024 | 1.35% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,222 CHF | 76,246 CHF | 99.88% | 99.88% |
13/05/2024 | 1.28% | 1.56 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,912 CHF | 78,917 CHF | 100.00% | 100.00% |
10/05/2024 | 1.34% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,366 CHF | 77,394 CHF | 99.94% | 99.94% |
08/05/2024 | 1.32% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,123 CHF | 78,150 CHF | 98.85% | 98.85% |
07/05/2024 | 1.38% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,951 CHF | 72,951 CHF | 97.06% | 97.06% |
06/05/2024 | 1.40% | 1.41 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,983 CHF | 71,983 CHF | 99.38% | 99.38% |
03/05/2024 | 1.39% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,643 CHF | 71,632 CHF | 97.92% | 97.92% |