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 | 1.15% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,026 CHF | 21,927 CHF | 99.32% | 99.32% |
15/05/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 24,951 | 51,551 CHF | 21,689 CHF | 98.94% | 98.94% |
14/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 61,182 | 50,000 | 51,690 CHF | 42,765 CHF | 99.99% | 99.99% |
13/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,386 CHF | 40,061 CHF | 100.00% | 100.00% |
10/05/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 69,837 | 50,000 | 53,788 CHF | 39,018 CHF | 100.00% | 100.00% |
08/05/2024 | 1.29% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,987 CHF | 39,062 CHF | 100.00% | 100.00% |
07/05/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,544 | 50,000 | 52,887 CHF | 38,003 CHF | 98.55% | 98.55% |
06/05/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 104,485 | 50,000 | 51,855 CHF | 25,335 CHF | 100.00% | 100.00% |
03/05/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 107,933 | 50,000 | 51,826 CHF | 24,573 CHF | 98.64% | 98.64% |
02/05/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 129,639 | 50,000 | 52,102 CHF | 20,598 CHF | 99.12% | 99.12% |