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 | 0.85% | 1.16 CHF | 1.17 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 58,465 CHF | 11,793 CHF | 99.31% | 99.31% |
15/05/2024 | 0.97% | 1.11 CHF | 1.12 CHF | 50,000 | 20,000 | 50,008 | 19,770 | 52,322 CHF | 20,873 CHF | 98.95% | 98.95% |
14/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60,000 | 20,000 | 59,150 | 20,000 | 57,582 CHF | 19,679 CHF | 99.99% | 99.99% |
13/05/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 60,000 | 10,000 | 60,000 | 10,000 | 57,364 CHF | 9,661 CHF | 100.00% | 100.00% |
10/05/2024 | 1.02% | 0.92 CHF | 0.93 CHF | 60,000 | 10,000 | 58,801 | 10,000 | 57,163 CHF | 9,827 CHF | 100.00% | 100.00% |
08/05/2024 | 1.03% | 1.02 CHF | 1.03 CHF | 50,000 | 10,000 | 59,529 | 10,000 | 57,512 CHF | 9,764 CHF | 100.00% | 100.00% |
07/05/2024 | 1.85% | 0.92 CHF | 0.93 CHF | 60,000 | 10,000 | 60,018 | 10,000 | 53,109 CHF | 9,014 CHF | 98.92% | 98.92% |
06/05/2024 | 2.02% | 0.85 CHF | 0.87 CHF | 60,000 | 10,000 | 59,758 | 9,973 | 51,748 CHF | 8,813 CHF | 100.00% | 100.00% |
03/05/2024 | 3.20% | 0.82 CHF | 0.85 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,224 CHF | 4,361 CHF | 98.64% | 98.64% |
02/05/2024 | 2.80% | 0.93 CHF | 0.96 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,819 CHF | 4,956 CHF | 99.13% | 99.13% |