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 | 1.07% | 0.92 CHF | 0.93 CHF | 60,000 | 10,000 | 60,000 | 10,000 | 55,953 CHF | 9,425 CHF | 99.31% | 99.31% |
15/05/2024 | 1.23% | 0.87 CHF | 0.88 CHF | 60,000 | 20,000 | 66,621 | 19,770 | 53,848 CHF | 16,225 CHF | 98.95% | 98.95% |
14/05/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 70,000 | 20,000 | 70,143 | 20,000 | 52,223 CHF | 15,092 CHF | 68.97% | 68.97% |
13/05/2024 | 1.56% | 0.72 CHF | 0.73 CHF | 76,031 | 10,000 | 71,486 | 10,000 | 51,809 CHF | 7,365 CHF | 60.53% | 60.53% |
10/05/2024 | 1.66% | 0.69 CHF | 0.70 CHF | 76,500 | 10,000 | 70,095 | 10,000 | 51,881 CHF | 7,526 CHF | 85.49% | 85.49% |
08/05/2024 | 1.45% | 0.79 CHF | 0.80 CHF | 70,000 | 10,000 | 71,115 | 10,000 | 52,153 CHF | 7,445 CHF | 81.16% | 81.16% |
07/05/2024 | 2.53% | 0.69 CHF | 0.70 CHF | 76,424 | 10,000 | 76,969 | 10,000 | 49,852 CHF | 6,643 CHF | 95.31% | 95.31% |
06/05/2024 | 2.73% | 0.62 CHF | 0.63 CHF | 77,261 | 10,000 | 76,629 | 9,973 | 48,383 CHF | 6,471 CHF | 100.00% | 100.00% |
03/05/2024 | 4.20% | 0.58 CHF | 0.61 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 3,049 CHF | 3,180 CHF | 98.58% | 98.58% |
02/05/2024 | 3.74% | 0.69 CHF | 0.72 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 3,642 CHF | 3,780 CHF | 99.02% | 99.02% |