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 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,875 CHF | 43,730 CHF | 99.30% | 99.30% |
15/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 49,489 | 56,306 CHF | 40,309 CHF | 98.93% | 98.93% |
14/05/2024 | 1.34% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 68,852 | 49,362 | 52,432 CHF | 38,092 CHF | 99.99% | 99.99% |
13/05/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,391 CHF | 37,922 CHF | 100.00% | 100.00% |
10/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,237 CHF | 37,098 CHF | 100.00% | 100.00% |
08/05/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,989 CHF | 34,868 CHF | 100.00% | 100.00% |
07/05/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,141 | 50,000 | 51,271 CHF | 32,490 CHF | 96.76% | 96.76% |
06/05/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 84,038 | 49,876 | 52,633 CHF | 31,789 CHF | 100.00% | 100.00% |
03/05/2024 | 3.46% | 0.60 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,236 CHF | 14,736 CHF | 98.64% | 98.64% |
02/05/2024 | 3.15% | 0.52 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,592 CHF | 14,027 CHF | 99.13% | 99.13% |