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 | 1.20% | 0.82 CHF | 0.83 CHF | 70,000 | 10,000 | 64,442 | 10,000 | 53,369 CHF | 8,404 CHF | 99.31% | 99.31% |
15/05/2024 | 1.41% | 0.77 CHF | 0.78 CHF | 70,000 | 20,000 | 72,020 | 19,595 | 52,332 CHF | 14,456 CHF | 56.22% | 56.22% |
14/05/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 75,437 | 20,000 | 75,684 | 20,000 | 48,059 CHF | 12,901 CHF | 99.99% | 99.99% |
13/05/2024 | 1.91% | 0.63 CHF | 0.65 CHF | 75,804 | 10,000 | 75,962 | 10,000 | 46,833 CHF | 6,284 CHF | 100.00% | 100.00% |
10/05/2024 | 1.57% | 0.58 CHF | 0.59 CHF | 76,483 | 10,000 | 75,802 | 10,000 | 48,014 CHF | 6,435 CHF | 100.00% | 100.00% |
08/05/2024 | 1.68% | 0.68 CHF | 0.69 CHF | 75,425 | 10,000 | 76,051 | 10,000 | 47,783 CHF | 6,390 CHF | 100.00% | 100.00% |
07/05/2024 | 3.06% | 0.59 CHF | 0.60 CHF | 76,375 | 10,000 | 76,952 | 10,000 | 42,049 CHF | 5,634 CHF | 98.92% | 98.92% |
06/05/2024 | 3.21% | 0.51 CHF | 0.53 CHF | 77,261 | 10,000 | 76,632 | 9,973 | 40,521 CHF | 5,445 CHF | 100.00% | 100.00% |
03/05/2024 | 5.33% | 0.48 CHF | 0.51 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,530 CHF | 2,668 CHF | 98.62% | 98.62% |
02/05/2024 | 4.37% | 0.59 CHF | 0.62 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 3,130 CHF | 3,270 CHF | 98.94% | 98.94% |