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 | 1.24% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,204 CHF | 40,646 CHF | 99.30% | 99.30% |
15/05/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 49,489 | 51,986 CHF | 37,254 CHF | 98.93% | 98.93% |
14/05/2024 | 1.45% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 75,428 | 49,362 | 52,792 CHF | 35,102 CHF | 99.99% | 99.99% |
13/05/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,003 CHF | 34,877 CHF | 100.00% | 100.00% |
10/05/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,531 CHF | 33,957 CHF | 100.00% | 100.00% |
08/05/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 84,678 | 50,000 | 52,928 CHF | 31,804 CHF | 100.00% | 100.00% |
07/05/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,057 CHF | 29,421 CHF | 96.76% | 96.76% |
06/05/2024 | 1.75% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 93,332 | 49,876 | 52,715 CHF | 28,715 CHF | 100.00% | 100.00% |
03/05/2024 | 3.87% | 0.54 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,703 CHF | 13,203 CHF | 98.64% | 98.64% |
02/05/2024 | 3.82% | 0.46 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,027 CHF | 12,495 CHF | 99.13% | 99.13% |