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 | 2.29% | 1.28 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,454 CHF | 63,900 CHF | 98.83% | 98.83% |
15/05/2024 | 2.42% | 1.17 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 49,487 | 59,288 CHF | 60,103 CHF | 98.95% | 98.95% |
14/05/2024 | 2.40% | 1.16 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,860 CHF | 62,335 CHF | 100.00% | 100.00% |
13/05/2024 | 2.46% | 1.25 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,933 CHF | 64,498 CHF | 100.00% | 100.00% |
10/05/2024 | 2.71% | 1.31 CHF | 1.34 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 55,135 CHF | 35,405 CHF | 99.98% | 99.98% |
08/05/2024 | 2.56% | 1.55 CHF | 1.59 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 62,097 CHF | 39,816 CHF | 100.00% | 100.00% |
07/05/2024 | 2.68% | 1.66 CHF | 1.71 CHF | 40,000 | 25,000 | 30,113 | 25,000 | 53,048 CHF | 45,244 CHF | 98.92% | 98.92% |
06/05/2024 | 2.51% | 1.97 CHF | 2.02 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,824 CHF | 48,558 CHF | 100.00% | 100.00% |
03/05/2024 | 2.31% | 2.00 CHF | 2.04 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,085 CHF | 48,683 CHF | 98.15% | 98.15% |
02/05/2024 | 2.38% | 1.85 CHF | 1.89 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,645 CHF | 46,632 CHF | 98.99% | 98.99% |