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 | 2.86% | 1.00 CHF | 1.03 CHF | 60,000 | 60,000 | 59,927 | 59,927 | 62,194 CHF | 63,994 CHF | 100.00% | 100.00% |
15/05/2024 | 3.18% | 0.97 CHF | 1.00 CHF | 60,000 | 60,000 | 59,892 | 59,892 | 55,816 CHF | 57,616 CHF | 100.00% | 100.00% |
14/05/2024 | 3.20% | 0.94 CHF | 0.97 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 55,364 CHF | 57,164 CHF | 99.82% | 99.82% |
13/05/2024 | 3.34% | 0.89 CHF | 0.92 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 52,961 CHF | 54,761 CHF | 100.00% | 100.00% |
10/05/2024 | 2.99% | 0.96 CHF | 0.99 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 59,362 CHF | 61,162 CHF | 100.00% | 100.00% |
08/05/2024 | 2.98% | 1.00 CHF | 1.03 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 59,500 CHF | 61,300 CHF | 99.77% | 99.77% |
07/05/2024 | 2.61% | 1.11 CHF | 1.14 CHF | 60,000 | 60,000 | 59,957 | 59,957 | 68,145 CHF | 69,945 CHF | 98.97% | 98.97% |
06/05/2024 | 2.64% | 1.16 CHF | 1.19 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 67,413 CHF | 69,213 CHF | 100.00% | 100.00% |
03/05/2024 | 3.05% | 1.00 CHF | 1.03 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 58,115 CHF | 59,915 CHF | 99.90% | 99.90% |
02/05/2024 | 2.95% | 0.97 CHF | 1.00 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 60,245 CHF | 62,045 CHF | 99.61% | 99.61% |