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 | 0.82% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,503 CHF | 92,255 CHF | 99.32% | 99.32% |
15/05/2024 | 0.87% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 49,592 | 49,440 | 86,622 CHF | 87,108 CHF | 98.94% | 98.94% |
14/05/2024 | 1.50% | 1.59 CHF | 1.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,962 CHF | 38,534 CHF | 95.53% | 95.53% |
13/05/2024 | 1.02% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,227 CHF | 63,877 CHF | 100.00% | 100.00% |
10/05/2024 | 1.05% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,238 CHF | 63,905 CHF | 100.00% | 100.00% |
08/05/2024 | 1.14% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,367 CHF | 62,068 CHF | 100.00% | 100.00% |
07/05/2024 | 1.01% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,131 CHF | 59,729 CHF | 98.93% | 98.93% |
06/05/2024 | 1.20% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,761 CHF | 56,435 CHF | 100.00% | 100.00% |
03/05/2024 | 1.11% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,797 CHF | 58,441 CHF | 98.52% | 98.52% |
02/05/2024 | 1.20% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,331 | 50,000 | 52,836 CHF | 53,143 CHF | 98.86% | 98.86% |