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 | 1.48% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,217 CHF | 27,513 CHF | 99.25% | 99.25% |
15/05/2024 | 1.50% | 1.08 CHF | 1.09 CHF | 50,000 | 25,000 | 50,000 | 24,952 | 53,665 CHF | 27,186 CHF | 98.90% | 98.90% |
14/05/2024 | 1.38% | 1.10 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,932 CHF | 27,847 CHF | 95.76% | 95.76% |
13/05/2024 | 1.50% | 1.11 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,894 CHF | 27,862 CHF | 91.37% | 91.37% |
10/05/2024 | 1.40% | 1.09 CHF | 1.11 CHF | 50,000 | 25,000 | 46,109 | 23,703 | 52,075 CHF | 27,124 CHF | 100.00% | 100.00% |
08/05/2024 | 1.12% | 1.30 CHF | 1.32 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 53,559 CHF | 33,852 CHF | 100.00% | 100.00% |
07/05/2024 | 1.14% | 1.36 CHF | 1.37 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 52,592 CHF | 33,245 CHF | 97.06% | 97.06% |
06/05/2024 | 1.08% | 1.37 CHF | 1.39 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 56,320 CHF | 35,584 CHF | 96.91% | 96.91% |
03/05/2024 | 0.99% | 1.45 CHF | 1.46 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 57,485 CHF | 36,285 CHF | 97.92% | 97.92% |
02/05/2024 | 1.04% | 1.45 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,513 CHF | 73,273 CHF | 99.40% | 99.40% |