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 | 0.78% | 1.90 CHF | 1.91 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,284 CHF | 48,952 CHF | 99.25% | 99.25% |
15/05/2024 | 0.80% | 1.94 CHF | 1.95 CHF | 30,000 | 25,000 | 30,000 | 24,952 | 57,947 CHF | 48,583 CHF | 98.73% | 98.73% |
14/05/2024 | 0.85% | 1.96 CHF | 1.98 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,690 CHF | 49,325 CHF | 95.83% | 95.83% |
13/05/2024 | 0.81% | 1.96 CHF | 1.98 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,701 CHF | 49,317 CHF | 91.37% | 91.37% |
10/05/2024 | 0.88% | 1.95 CHF | 1.97 CHF | 30,000 | 25,000 | 28,184 | 23,703 | 55,980 CHF | 47,478 CHF | 100.00% | 100.00% |
08/05/2024 | 0.67% | 2.16 CHF | 2.18 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,947 CHF | 55,327 CHF | 100.00% | 100.00% |
07/05/2024 | 0.68% | 2.22 CHF | 2.23 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,223 CHF | 54,726 CHF | 97.06% | 97.06% |
06/05/2024 | 0.65% | 2.23 CHF | 2.25 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,008 CHF | 57,046 CHF | 96.91% | 96.91% |
03/05/2024 | 0.65% | 2.31 CHF | 2.32 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,849 CHF | 57,749 CHF | 97.92% | 97.92% |
02/05/2024 | 0.66% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,439 CHF | 116,200 CHF | 99.07% | 99.07% |