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 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,821 CHF | 52,321 CHF | 99.30% | 99.30% |
15/05/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 49,489 | 58,594 CHF | 48,831 CHF | 98.93% | 98.93% |
14/05/2024 | 1.08% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 59,107 | 49,362 | 55,251 CHF | 46,641 CHF | 99.99% | 99.99% |
13/05/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,247 CHF | 46,539 CHF | 100.00% | 100.00% |
10/05/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,141 CHF | 45,617 CHF | 100.00% | 100.00% |
08/05/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,720 | 50,000 | 52,115 CHF | 43,437 CHF | 100.00% | 100.00% |
07/05/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,879 CHF | 41,128 CHF | 96.75% | 96.75% |
06/05/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 69,461 | 49,876 | 55,463 CHF | 40,334 CHF | 100.00% | 100.00% |
03/05/2024 | 2.66% | 0.77 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,555 CHF | 19,055 CHF | 98.64% | 98.64% |
02/05/2024 | 2.71% | 0.69 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,852 CHF | 18,342 CHF | 99.13% | 99.13% |