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 | 2.45% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 89,649 | 50,000 | 53,214 CHF | 30,439 CHF | 99.32% | 99.32% |
15/05/2024 | 2.03% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 79,787 | 49,438 | 53,560 CHF | 34,062 CHF | 98.95% | 98.95% |
14/05/2024 | 2.63% | 0.82 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,267 CHF | 22,858 CHF | 95.48% | 95.48% |
13/05/2024 | 1.06% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,838 CHF | 58,454 CHF | 100.00% | 100.00% |
10/05/2024 | 1.20% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,860 CHF | 58,559 CHF | 100.00% | 100.00% |
08/05/2024 | 1.18% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,812 CHF | 60,523 CHF | 100.00% | 100.00% |
07/05/2024 | 1.11% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,077 CHF | 62,768 CHF | 98.79% | 98.79% |
06/05/2024 | 0.95% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,541 CHF | 66,166 CHF | 100.00% | 100.00% |
03/05/2024 | 1.01% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,559 CHF | 64,203 CHF | 98.53% | 98.53% |
02/05/2024 | 0.92% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,853 CHF | 69,489 CHF | 99.13% | 99.13% |