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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 14.36% | 1.27 CHF | 1.37 CHF | 40,000 | 20,000 | 47,578 | 7,473 | 55,155 CHF | 10,227 CHF | 99.59% | 99.59% |
16/05/2024 | 15.45% | 1.14 CHF | 1.24 CHF | 50,000 | 20,000 | 50,000 | 7,473 | 53,221 CHF | 9,141 CHF | 99.58% | 99.58% |
15/05/2024 | 8.23% | 1.15 CHF | 1.20 CHF | 50,000 | 20,000 | 51,474 | 7,488 | 53,255 CHF | 8,265 CHF | 99.14% | 99.14% |
14/05/2024 | 9.16% | 0.95 CHF | 1.00 CHF | 60,000 | 20,000 | 59,862 | 7,500 | 55,621 CHF | 7,605 CHF | 98.54% | 98.54% |
13/05/2024 | 9.97% | 0.88 CHF | 0.93 CHF | 60,000 | 20,000 | 63,755 | 7,463 | 54,591 CHF | 7,231 CHF | 99.51% | 99.51% |
10/05/2024 | 8.02% | 0.96 CHF | 1.01 CHF | 60,000 | 20,000 | 51,151 | 7,412 | 54,184 CHF | 8,175 CHF | 98.56% | 98.56% |
08/05/2024 | 10.39% | 0.87 CHF | 0.92 CHF | 60,000 | 20,000 | 68,469 | 7,355 | 56,020 CHF | 6,697 CHF | 98.45% | 98.45% |
07/05/2024 | 10.96% | 0.83 CHF | 0.88 CHF | 70,000 | 20,000 | 69,966 | 7,451 | 54,067 CHF | 6,448 CHF | 97.38% | 97.38% |
06/05/2024 | 10.41% | 0.83 CHF | 0.88 CHF | 70,000 | 20,000 | 68,638 | 7,455 | 55,745 CHF | 6,671 CHF | 98.36% | 98.36% |
03/05/2024 | 11.26% | 0.71 CHF | 0.76 CHF | 80,000 | 20,000 | 70,560 | 7,346 | 52,674 CHF | 5,945 CHF | 98.44% | 98.44% |