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 | 1.36% | 1.63 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,161 CHF | 79,234 CHF | 88.56% | 88.56% |
15/05/2024 | 1.38% | 1.54 CHF | 1.56 CHF | 50,000 | 50,000 | 49,897 | 49,742 | 80,796 CHF | 81,670 CHF | 92.57% | 92.57% |
14/05/2024 | 1.28% | 1.66 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,808 CHF | 86,911 CHF | 99.99% | 99.99% |
13/05/2024 | 1.38% | 1.67 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,860 CHF | 82,998 CHF | 100.00% | 100.00% |
10/05/2024 | 1.44% | 1.62 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,835 CHF | 83,020 CHF | 83.72% | 83.72% |
08/05/2024 | 1.32% | 1.83 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,388 CHF | 91,592 CHF | 99.64% | 99.64% |
07/05/2024 | 1.24% | 1.87 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,380 CHF | 96,575 CHF | 97.06% | 97.06% |
06/05/2024 | 1.24% | 1.90 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,520 CHF | 98,739 CHF | 100.00% | 100.00% |
03/05/2024 | 1.25% | 2.01 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,793 CHF | 104,081 CHF | 97.83% | 97.83% |
02/05/2024 | 1.21% | 2.11 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,354 CHF | 107,646 CHF | 98.89% | 98.89% |