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 | 1.50% | 1.30 CHF | 1.32 CHF | 40,000 | 30,000 | 40,000 | 30,000 | 52,830 CHF | 40,222 CHF | 99.53% | 99.53% |
15/05/2024 | 1.38% | 1.37 CHF | 1.39 CHF | 40,000 | 30,000 | 40,000 | 30,000 | 57,427 CHF | 43,670 CHF | 95.32% | 95.32% |
14/05/2024 | 1.37% | 1.50 CHF | 1.52 CHF | 40,000 | 30,000 | 40,000 | 30,000 | 58,033 CHF | 44,124 CHF | 85.32% | 85.32% |
13/05/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 50,000 | 30,000 | 49,860 | 30,000 | 59,447 CHF | 36,073 CHF | 99.06% | 99.06% |
10/05/2024 | 1.80% | 1.06 CHF | 1.08 CHF | 50,000 | 30,000 | 50,000 | 30,000 | 55,120 CHF | 33,672 CHF | 98.16% | 98.16% |
08/05/2024 | 1.85% | 1.09 CHF | 1.11 CHF | 50,000 | 30,000 | 50,000 | 30,000 | 53,605 CHF | 32,763 CHF | 93.48% | 93.48% |
07/05/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 50,000 | 30,000 | 50,000 | 30,000 | 58,139 CHF | 35,183 CHF | 99.15% | 99.15% |
06/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,200 CHF | 55,700 CHF | 99.54% | 99.54% |
03/05/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 51,363 | 50,000 | 52,627 CHF | 51,807 CHF | 99.35% | 99.35% |
02/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 58,542 | 50,000 | 56,837 CHF | 49,086 CHF | 92.31% | 92.31% |