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 | 1.21% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,155 CHF | 59,873 CHF | 99.32% | 99.32% |
15/05/2024 | 1.25% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 49,466 | 54,994 CHF | 55,081 CHF | 98.86% | 98.86% |
14/05/2024 | 2.65% | 0.95 CHF | 0.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,785 CHF | 22,368 CHF | 95.40% | 95.40% |
13/05/2024 | 2.23% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 86,172 | 50,000 | 53,097 CHF | 31,546 CHF | 100.00% | 100.00% |
10/05/2024 | 2.08% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 85,576 | 50,000 | 52,783 CHF | 31,554 CHF | 100.00% | 100.00% |
08/05/2024 | 2.45% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,208 CHF | 29,726 CHF | 100.00% | 100.00% |
07/05/2024 | 2.46% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 97,589 | 50,000 | 52,165 CHF | 27,463 CHF | 98.76% | 98.76% |
06/05/2024 | 2.60% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,861 | 50,000 | 51,942 CHF | 24,052 CHF | 100.00% | 100.00% |
03/05/2024 | 2.34% | 0.50 CHF | 0.52 CHF | 100,000 | 50,000 | 101,065 | 50,000 | 51,518 CHF | 26,119 CHF | 98.59% | 98.59% |
02/05/2024 | 2.94% | 0.42 CHF | 0.44 CHF | 120,000 | 50,000 | 128,786 | 50,000 | 51,881 CHF | 20,800 CHF | 99.13% | 99.13% |