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 | 1.02% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 59,998 | 50,000 | 58,584 CHF | 49,321 CHF | 99.30% | 99.30% |
15/05/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 49,489 | 54,994 CHF | 45,861 CHF | 98.93% | 98.93% |
14/05/2024 | 1.17% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 59,107 | 49,362 | 51,703 CHF | 43,679 CHF | 99.99% | 99.99% |
13/05/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,507 CHF | 43,422 CHF | 100.00% | 100.00% |
10/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 61,057 | 50,000 | 51,418 CHF | 42,617 CHF | 100.00% | 100.00% |
08/05/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,815 CHF | 40,368 CHF | 100.00% | 100.00% |
07/05/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,679 CHF | 38,128 CHF | 96.75% | 96.75% |
06/05/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 70,951 | 49,876 | 52,375 CHF | 37,342 CHF | 100.00% | 100.00% |
03/05/2024 | 2.89% | 0.71 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,055 CHF | 17,555 CHF | 98.64% | 98.64% |
02/05/2024 | 3.01% | 0.63 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,342 CHF | 16,842 CHF | 99.13% | 99.13% |