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 | 1.06% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,167 CHF | 23,653 CHF | 99.32% | 99.32% |
15/05/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 24,951 | 55,703 CHF | 23,417 CHF | 98.94% | 98.94% |
14/05/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,863 CHF | 46,219 CHF | 99.99% | 99.99% |
13/05/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,590 CHF | 43,492 CHF | 100.00% | 100.00% |
10/05/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 64,851 | 50,000 | 54,328 CHF | 42,472 CHF | 100.00% | 100.00% |
08/05/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 63,488 | 50,000 | 53,285 CHF | 42,507 CHF | 100.00% | 100.00% |
07/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 68,053 | 50,000 | 55,691 CHF | 41,454 CHF | 98.26% | 98.26% |
06/05/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 91,336 | 50,000 | 51,675 CHF | 28,800 CHF | 100.00% | 100.00% |
03/05/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 95,641 | 50,000 | 52,482 CHF | 27,998 CHF | 98.63% | 98.63% |
02/05/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 51,826 CHF | 24,058 CHF | 99.13% | 99.13% |