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 | 0.78% | 1.27 CHF | 1.28 CHF | 40,000 | 10,000 | 42,360 | 10,000 | 53,973 CHF | 12,870 CHF | 99.31% | 99.31% |
15/05/2024 | 0.87% | 1.22 CHF | 1.23 CHF | 50,000 | 20,000 | 49,862 | 19,770 | 57,586 CHF | 23,025 CHF | 98.95% | 98.95% |
14/05/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 54,091 CHF | 21,836 CHF | 99.55% | 99.55% |
13/05/2024 | 1.00% | 1.08 CHF | 1.09 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 53,158 CHF | 10,738 CHF | 100.00% | 100.00% |
10/05/2024 | 0.92% | 1.03 CHF | 1.04 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 54,056 CHF | 10,911 CHF | 100.00% | 100.00% |
08/05/2024 | 0.93% | 1.13 CHF | 1.14 CHF | 50,000 | 10,000 | 50,000 | 10,000 | 53,691 CHF | 10,838 CHF | 100.00% | 100.00% |
07/05/2024 | 1.68% | 1.03 CHF | 1.04 CHF | 50,000 | 10,000 | 55,844 | 10,000 | 55,373 CHF | 10,097 CHF | 98.92% | 98.92% |
06/05/2024 | 1.81% | 0.96 CHF | 0.98 CHF | 60,000 | 10,000 | 58,922 | 9,973 | 57,351 CHF | 9,888 CHF | 100.00% | 100.00% |
03/05/2024 | 2.87% | 0.93 CHF | 0.95 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 4,761 CHF | 4,899 CHF | 98.59% | 98.59% |
02/05/2024 | 2.53% | 1.04 CHF | 1.07 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 5,365 CHF | 5,502 CHF | 98.89% | 98.89% |