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 | 0.90% | 1.11 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,008 CHF | 27,754 CHF | 99.32% | 99.32% |
15/05/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 50,000 | 25,000 | 50,000 | 24,951 | 54,609 CHF | 27,504 CHF | 98.94% | 98.94% |
14/05/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,880 CHF | 54,380 CHF | 99.99% | 99.99% |
13/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,183 CHF | 51,683 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 54,819 | 50,000 | 54,853 CHF | 50,630 CHF | 100.00% | 100.00% |
08/05/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 52,504 | 50,000 | 52,650 CHF | 50,685 CHF | 100.00% | 100.00% |
07/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 57,497 | 50,000 | 56,451 CHF | 49,639 CHF | 97.33% | 97.33% |
06/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 71,239 | 50,000 | 51,973 CHF | 36,995 CHF | 100.00% | 100.00% |
03/05/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 74,595 | 50,000 | 53,142 CHF | 36,188 CHF | 98.64% | 98.64% |
02/05/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 80,822 | 50,000 | 51,308 CHF | 32,249 CHF | 99.12% | 99.12% |