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 | 1.09% | 1.40 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,155 CHF | 69,911 CHF | 99.32% | 99.32% |
15/05/2024 | 1.14% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 49,795 | 49,438 | 64,729 CHF | 64,994 CHF | 98.95% | 98.95% |
14/05/2024 | 2.16% | 1.15 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,785 CHF | 27,368 CHF | 95.40% | 95.40% |
13/05/2024 | 1.62% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 68,007 | 50,000 | 55,552 CHF | 41,546 CHF | 100.00% | 100.00% |
10/05/2024 | 1.70% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 67,302 | 50,000 | 54,969 CHF | 41,605 CHF | 100.00% | 100.00% |
08/05/2024 | 1.67% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,695 CHF | 39,726 CHF | 100.00% | 100.00% |
07/05/2024 | 1.79% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 72,599 | 50,000 | 53,339 CHF | 37,463 CHF | 98.76% | 98.76% |
06/05/2024 | 2.01% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,496 CHF | 34,115 CHF | 100.00% | 100.00% |
03/05/2024 | 1.69% | 0.70 CHF | 0.72 CHF | 80,000 | 50,000 | 76,872 | 50,000 | 54,533 CHF | 36,119 CHF | 98.50% | 98.50% |
02/05/2024 | 1.97% | 0.62 CHF | 0.64 CHF | 90,000 | 50,000 | 88,891 | 50,000 | 53,621 CHF | 30,800 CHF | 99.13% | 99.13% |