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 | 2.13% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,292 CHF | 48,771 CHF | 99.89% | 99.89% |
16/05/2024 | 2.24% | 0.91 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,759 CHF | 46,666 CHF | 98.01% | 98.01% |
15/05/2024 | 2.36% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,647 | 49,753 | 53,078 CHF | 44,597 CHF | 97.04% | 97.04% |
14/05/2024 | 2.38% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 60,624 | 50,000 | 52,112 CHF | 44,031 CHF | 99.62% | 99.62% |
13/05/2024 | 2.21% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,161 CHF | 46,143 CHF | 100.00% | 100.00% |
10/05/2024 | 2.27% | 0.86 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,871 CHF | 45,070 CHF | 100.00% | 100.00% |
08/05/2024 | 2.28% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,754 CHF | 45,827 CHF | 98.85% | 98.85% |
07/05/2024 | 2.42% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 66,553 | 50,000 | 54,324 CHF | 41,914 CHF | 97.05% | 97.05% |
06/05/2024 | 2.44% | 0.80 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,632 CHF | 41,452 CHF | 99.36% | 99.36% |
03/05/2024 | 2.45% | 0.81 CHF | 0.83 CHF | 70,000 | 50,000 | 69,464 | 50,000 | 55,884 CHF | 41,238 CHF | 97.91% | 97.91% |