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 | 2.45% | 0.60 CHF | 0.62 CHF | 85,693 | 50,000 | 83,141 | 50,000 | 51,663 CHF | 31,879 CHF | 75.38% | 75.38% |
15/05/2024 | 2.30% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 49,446 | 52,911 CHF | 33,467 CHF | 98.75% | 98.75% |
14/05/2024 | 1.85% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 78,479 | 50,000 | 55,009 CHF | 35,725 CHF | 99.99% | 99.99% |
13/05/2024 | 2.02% | 0.63 CHF | 0.64 CHF | 85,599 | 50,000 | 86,011 | 50,000 | 51,388 CHF | 30,484 CHF | 92.34% | 92.34% |
10/05/2024 | 2.19% | 0.57 CHF | 0.58 CHF | 86,555 | 50,000 | 86,761 | 50,000 | 48,177 CHF | 28,381 CHF | 100.00% | 100.00% |
08/05/2024 | 2.49% | 0.53 CHF | 0.55 CHF | 87,346 | 50,000 | 87,104 | 50,000 | 47,474 CHF | 27,939 CHF | 23.67% | 23.67% |
07/05/2024 | 2.52% | 0.63 CHF | 0.64 CHF | 85,633 | 50,000 | 86,022 | 50,000 | 51,876 CHF | 30,924 CHF | 68.46% | 68.46% |
06/05/2024 | 2.11% | 0.57 CHF | 0.58 CHF | 86,485 | 50,000 | 85,827 | 50,000 | 51,277 CHF | 30,514 CHF | 89.75% | 89.75% |
03/05/2024 | 2.34% | 0.59 CHF | 0.61 CHF | 85,969 | 50,000 | 81,316 | 50,000 | 52,067 CHF | 32,808 CHF | 97.93% | 97.93% |
02/05/2024 | 1.75% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,815 CHF | 34,227 CHF | 99.36% | 99.36% |