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 | 1.32% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,520 CHF | 38,014 CHF | 99.30% | 99.30% |
15/05/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 49,489 | 55,171 CHF | 34,628 CHF | 98.93% | 98.93% |
14/05/2024 | 1.57% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 78,983 | 49,362 | 51,296 CHF | 32,567 CHF | 99.99% | 99.99% |
13/05/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,620 | 50,000 | 51,647 CHF | 32,539 CHF | 100.00% | 100.00% |
10/05/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 85,378 | 50,000 | 53,292 CHF | 31,727 CHF | 100.00% | 100.00% |
08/05/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,720 | 50,000 | 52,475 CHF | 29,437 CHF | 100.00% | 100.00% |
07/05/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,354 CHF | 27,177 CHF | 96.44% | 96.44% |
06/05/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,145 | 49,876 | 52,082 CHF | 26,465 CHF | 100.00% | 100.00% |
03/05/2024 | 4.01% | 0.49 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,580 CHF | 12,055 CHF | 98.64% | 98.64% |
02/05/2024 | 4.51% | 0.41 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,852 CHF | 11,352 CHF | 99.13% | 99.13% |