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 | 1.45% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,633 CHF | 34,646 CHF | 99.30% | 99.30% |
15/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 86,320 | 49,489 | 53,720 CHF | 31,315 CHF | 98.93% | 98.93% |
14/05/2024 | 1.75% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 88,485 | 49,362 | 51,546 CHF | 29,260 CHF | 99.99% | 99.99% |
13/05/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,270 CHF | 29,539 CHF | 100.00% | 100.00% |
10/05/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,551 | 50,000 | 51,112 CHF | 28,727 CHF | 100.00% | 100.00% |
08/05/2024 | 1.91% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,720 | 50,000 | 52,219 CHF | 26,437 CHF | 100.00% | 100.00% |
07/05/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,089 CHF | 24,177 CHF | 96.44% | 96.44% |
06/05/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 113,005 | 49,876 | 51,946 CHF | 23,472 CHF | 100.00% | 100.00% |
03/05/2024 | 4.85% | 0.43 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,080 CHF | 10,580 CHF | 98.64% | 98.64% |
02/05/2024 | 4.57% | 0.35 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,413 CHF | 9,852 CHF | 99.13% | 99.13% |