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 | 0.70% | 1.45 CHF | 1.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 107,319 CHF | 108,069 CHF | 99.30% | 99.30% |
15/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 74,391 | 74,243 | 103,105 CHF | 103,646 CHF | 98.93% | 98.93% |
14/05/2024 | 0.79% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 74,042 | 74,042 | 95,256 CHF | 96,006 CHF | 99.98% | 99.98% |
13/05/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,791 CHF | 99,541 CHF | 100.00% | 100.00% |
10/05/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 99,006 CHF | 99,756 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,979 CHF | 93,729 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,133 CHF | 92,883 CHF | 98.92% | 98.92% |
06/05/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,229 CHF | 86,979 CHF | 100.00% | 100.00% |
03/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,251 CHF | 80,001 CHF | 98.52% | 98.52% |
02/05/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,397 CHF | 77,147 CHF | 98.94% | 98.94% |