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 | 0.57% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,655 CHF | 125,373 CHF | 99.32% | 99.32% |
15/05/2024 | 0.57% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 49,590 | 49,438 | 119,506 CHF | 119,815 CHF | 98.95% | 98.95% |
14/05/2024 | 1.11% | 2.26 CHF | 2.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,510 CHF | 55,118 CHF | 95.40% | 95.40% |
13/05/2024 | 0.65% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,350 CHF | 96,976 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,345 CHF | 97,009 CHF | 100.00% | 100.00% |
08/05/2024 | 0.66% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,477 CHF | 95,106 CHF | 100.00% | 100.00% |
07/05/2024 | 0.68% | 1.90 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,211 CHF | 92,841 CHF | 98.79% | 98.79% |
06/05/2024 | 0.77% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,834 CHF | 89,524 CHF | 100.00% | 100.00% |
03/05/2024 | 0.68% | 1.81 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,920 CHF | 91,542 CHF | 98.04% | 98.04% |
02/05/2024 | 0.76% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,545 CHF | 86,200 CHF | 99.08% | 99.08% |