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 | 0.74% | 1.96 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,373 CHF | 98,094 CHF | 99.32% | 99.32% |
15/05/2024 | 0.77% | 1.96 CHF | 1.98 CHF | 50,000 | 50,000 | 49,590 | 49,438 | 92,409 CHF | 92,827 CHF | 98.95% | 98.95% |
14/05/2024 | 1.39% | 1.71 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,892 CHF | 41,462 CHF | 95.48% | 95.48% |
13/05/2024 | 0.98% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,046 CHF | 69,727 CHF | 100.00% | 100.00% |
10/05/2024 | 0.91% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,105 CHF | 69,738 CHF | 100.00% | 100.00% |
08/05/2024 | 0.95% | 1.35 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,226 CHF | 67,867 CHF | 100.00% | 100.00% |
07/05/2024 | 1.03% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,960 CHF | 65,631 CHF | 98.93% | 98.93% |
06/05/2024 | 1.14% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,552 CHF | 62,261 CHF | 100.00% | 100.00% |
03/05/2024 | 1.06% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,619 CHF | 64,296 CHF | 98.62% | 98.62% |
02/05/2024 | 1.21% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,301 CHF | 59,012 CHF | 98.93% | 98.93% |