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 | 0.84% | 1.71 CHF | 1.73 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,786 CHF | 44,359 CHF | 99.25% | 99.25% |
15/05/2024 | 0.86% | 1.75 CHF | 1.77 CHF | 30,000 | 25,000 | 30,000 | 24,952 | 52,456 CHF | 44,004 CHF | 98.90% | 98.90% |
14/05/2024 | 0.88% | 1.78 CHF | 1.79 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,191 CHF | 44,717 CHF | 95.83% | 95.83% |
13/05/2024 | 0.81% | 1.78 CHF | 1.80 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,204 CHF | 44,697 CHF | 91.37% | 91.37% |
10/05/2024 | 0.97% | 1.77 CHF | 1.78 CHF | 30,000 | 25,000 | 28,184 | 23,703 | 50,806 CHF | 43,126 CHF | 100.00% | 100.00% |
08/05/2024 | 0.74% | 1.98 CHF | 1.99 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,422 CHF | 50,725 CHF | 100.00% | 100.00% |
07/05/2024 | 0.75% | 2.03 CHF | 2.05 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,694 CHF | 50,120 CHF | 97.06% | 97.06% |
06/05/2024 | 0.70% | 2.05 CHF | 2.06 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 62,501 CHF | 52,450 CHF | 96.91% | 96.91% |
03/05/2024 | 0.74% | 2.12 CHF | 2.14 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,342 CHF | 53,178 CHF | 97.93% | 97.93% |
02/05/2024 | 0.69% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,273 CHF | 107,013 CHF | 99.34% | 99.34% |