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 | 1.97% | 0.49 CHF | 0.50 CHF | 110,000 | 60,000 | 100,787 | 36,515 | 50,717 CHF | 18,765 CHF | 99.61% | 99.61% |
15/05/2024 | 1.86% | 0.50 CHF | 0.51 CHF | 100,000 | 60,000 | 99,248 | 36,542 | 52,871 CHF | 19,907 CHF | 99.18% | 99.18% |
14/05/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90,000 | 60,000 | 90,015 | 36,544 | 52,093 CHF | 21,478 CHF | 98.88% | 98.88% |
13/05/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90,000 | 60,000 | 89,950 | 36,495 | 54,549 CHF | 22,324 CHF | 99.53% | 99.53% |
10/05/2024 | 1.88% | 0.57 CHF | 0.58 CHF | 90,000 | 60,000 | 98,522 | 36,396 | 51,993 CHF | 19,807 CHF | 98.57% | 98.57% |
08/05/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90,000 | 60,000 | 81,442 | 36,292 | 51,444 CHF | 23,242 CHF | 98.47% | 98.47% |
07/05/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80,000 | 60,000 | 80,000 | 36,470 | 52,185 CHF | 24,076 CHF | 97.40% | 97.40% |
06/05/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80,000 | 60,000 | 81,489 | 36,480 | 51,416 CHF | 23,384 CHF | 98.38% | 98.38% |
03/05/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80,000 | 60,000 | 80,108 | 36,197 | 53,385 CHF | 24,599 CHF | 98.12% | 98.12% |
02/05/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 80,000 | 60,000 | 79,020 | 36,731 | 55,199 CHF | 25,985 CHF | 94.87% | 94.87% |