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 | 0.96% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 51,753 CHF | 26,127 CHF | 99.32% | 99.32% |
15/05/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 24,951 | 51,359 CHF | 25,883 CHF | 98.94% | 98.94% |
14/05/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,954 | 50,000 | 51,516 CHF | 51,075 CHF | 100.00% | 100.00% |
13/05/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,453 CHF | 48,378 CHF | 100.00% | 100.00% |
10/05/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 59,837 | 50,000 | 56,068 CHF | 47,361 CHF | 100.00% | 100.00% |
08/05/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,233 CHF | 47,361 CHF | 100.00% | 100.00% |
07/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,035 CHF | 46,362 CHF | 96.53% | 96.53% |
06/05/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,089 CHF | 33,681 CHF | 100.00% | 100.00% |
03/05/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 81,175 | 50,000 | 52,550 CHF | 32,908 CHF | 98.63% | 98.63% |
02/05/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 51,189 CHF | 28,938 CHF | 99.13% | 99.13% |