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 | 1.12% | 0.90 CHF | 0.91 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,397 CHF | 22,499 CHF | 99.32% | 99.32% |
15/05/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 24,951 | 52,899 CHF | 22,251 CHF | 98.94% | 98.94% |
14/05/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,013 CHF | 43,844 CHF | 99.99% | 99.99% |
13/05/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 69,834 | 50,000 | 56,788 CHF | 41,163 CHF | 100.00% | 100.00% |
10/05/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 69,709 | 50,000 | 55,176 CHF | 40,089 CHF | 100.00% | 100.00% |
08/05/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,532 CHF | 40,166 CHF | 100.00% | 100.00% |
07/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,111 | 50,000 | 54,117 CHF | 39,099 CHF | 97.33% | 97.33% |
06/05/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,955 CHF | 26,477 CHF | 100.00% | 100.00% |
03/05/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 103,705 | 50,000 | 52,072 CHF | 25,673 CHF | 98.63% | 98.63% |
02/05/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 120,823 | 50,000 | 51,334 CHF | 21,749 CHF | 99.13% | 99.13% |