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 | 2.68% | 0.77 CHF | 0.79 CHF | 70,000 | 50,000 | 71,860 | 50,000 | 53,716 CHF | 38,449 CHF | 99.89% | 99.89% |
16/05/2024 | 2.93% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 78,734 | 50,000 | 55,583 CHF | 36,359 CHF | 98.00% | 98.00% |
15/05/2024 | 3.06% | 0.72 CHF | 0.74 CHF | 70,000 | 50,000 | 79,101 | 49,753 | 52,867 CHF | 34,323 CHF | 97.04% | 97.04% |
14/05/2024 | 3.10% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,269 | 50,000 | 52,467 CHF | 33,716 CHF | 99.96% | 99.96% |
13/05/2024 | 2.86% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,674 CHF | 35,804 CHF | 100.00% | 100.00% |
10/05/2024 | 2.99% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 79,499 | 50,000 | 53,567 CHF | 34,726 CHF | 100.00% | 100.00% |
08/05/2024 | 2.91% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 79,741 | 50,000 | 55,231 CHF | 35,657 CHF | 98.85% | 98.85% |
07/05/2024 | 3.20% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 86,034 | 50,000 | 52,859 CHF | 31,801 CHF | 97.06% | 97.06% |
06/05/2024 | 3.25% | 0.60 CHF | 0.62 CHF | 90,000 | 50,000 | 89,904 | 50,000 | 54,448 CHF | 31,282 CHF | 99.36% | 99.36% |
03/05/2024 | 3.26% | 0.61 CHF | 0.63 CHF | 90,000 | 50,000 | 89,443 | 50,000 | 53,913 CHF | 31,148 CHF | 97.47% | 97.47% |