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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.74% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,471 CHF | 80,061 CHF | 100.00% | 100.00% |
16/05/2024 | 0.80% | 1.59 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,739 CHF | 79,367 CHF | 99.25% | 99.25% |
15/05/2024 | 0.83% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 49,798 | 49,446 | 76,479 CHF | 76,563 CHF | 98.73% | 98.73% |
14/05/2024 | 0.97% | 1.50 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,931 CHF | 75,664 CHF | 99.99% | 99.99% |
13/05/2024 | 1.02% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,002 CHF | 80,822 CHF | 100.00% | 100.00% |
10/05/2024 | 0.79% | 1.63 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,465 CHF | 83,120 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,062 CHF | 83,691 CHF | 23.67% | 23.67% |
07/05/2024 | 0.83% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,748 CHF | 80,415 CHF | 96.70% | 96.70% |
06/05/2024 | 0.93% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,333 CHF | 81,086 CHF | 100.00% | 100.00% |
03/05/2024 | 0.77% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,449 CHF | 79,058 CHF | 97.93% | 97.93% |