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% | 0.98 CHF | 0.99 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 58,567 CHF | 24,653 CHF | 99.32% | 99.32% |
15/05/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60,000 | 25,000 | 60,000 | 24,951 | 58,105 CHF | 24,415 CHF | 98.94% | 98.94% |
14/05/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,263 CHF | 48,219 CHF | 99.99% | 99.99% |
13/05/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,990 CHF | 45,492 CHF | 100.00% | 100.00% |
10/05/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,766 CHF | 44,472 CHF | 100.00% | 100.00% |
08/05/2024 | 1.13% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,808 CHF | 44,507 CHF | 100.00% | 100.00% |
07/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 61,198 | 50,000 | 52,528 CHF | 43,454 CHF | 98.26% | 98.26% |
06/05/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 89,905 | 50,000 | 54,480 CHF | 30,800 CHF | 100.00% | 100.00% |
03/05/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,909 | 50,000 | 53,568 CHF | 29,998 CHF | 98.64% | 98.64% |
02/05/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,115 CHF | 26,058 CHF | 99.12% | 99.12% |