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 | 0.99% | 1.49 CHF | 1.50 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,374 CHF | 38,738 CHF | 99.25% | 99.25% |
15/05/2024 | 1.01% | 1.53 CHF | 1.54 CHF | 40,000 | 25,000 | 40,000 | 24,952 | 60,932 CHF | 38,395 CHF | 98.90% | 98.90% |
14/05/2024 | 1.05% | 1.55 CHF | 1.57 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,903 CHF | 39,098 CHF | 95.83% | 95.83% |
13/05/2024 | 1.00% | 1.56 CHF | 1.57 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,915 CHF | 39,087 CHF | 91.37% | 91.37% |
10/05/2024 | 1.10% | 1.54 CHF | 1.56 CHF | 40,000 | 25,000 | 37,146 | 23,703 | 58,604 CHF | 37,790 CHF | 100.00% | 100.00% |
08/05/2024 | 0.88% | 1.75 CHF | 1.77 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,647 CHF | 45,102 CHF | 100.00% | 100.00% |
07/05/2024 | 0.85% | 1.81 CHF | 1.82 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,944 CHF | 44,495 CHF | 97.06% | 97.06% |
06/05/2024 | 0.88% | 1.82 CHF | 1.84 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,708 CHF | 46,834 CHF | 96.91% | 96.91% |
03/05/2024 | 0.75% | 1.90 CHF | 1.91 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,613 CHF | 47,535 CHF | 97.92% | 97.92% |
02/05/2024 | 0.80% | 1.90 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,013 CHF | 95,773 CHF | 99.34% | 99.34% |