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 | 2.16% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,678 CHF | 44,006 CHF | 99.02% | 99.02% |
15/05/2024 | 2.05% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 49,759 | 51,953 CHF | 43,977 CHF | 98.90% | 98.90% |
14/05/2024 | 2.19% | 0.88 CHF | 0.90 CHF | 60,000 | 50,000 | 61,833 | 50,000 | 53,181 CHF | 44,004 CHF | 99.99% | 99.99% |
13/05/2024 | 2.21% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 62,834 | 50,000 | 53,114 CHF | 43,255 CHF | 100.00% | 100.00% |
10/05/2024 | 2.20% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 66,856 | 50,000 | 55,317 CHF | 42,321 CHF | 97.80% | 97.80% |
08/05/2024 | 2.52% | 0.84 CHF | 0.86 CHF | 60,000 | 50,000 | 69,328 | 50,000 | 55,562 CHF | 41,126 CHF | 98.77% | 98.77% |
07/05/2024 | 3.03% | 0.69 CHF | 0.72 CHF | 80,000 | 50,000 | 79,983 | 50,000 | 54,604 CHF | 35,185 CHF | 96.43% | 96.43% |
06/05/2024 | 3.04% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,307 CHF | 33,700 CHF | 100.00% | 100.00% |
03/05/2024 | 2.85% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 75,303 | 50,000 | 53,405 CHF | 36,537 CHF | 97.68% | 97.68% |
02/05/2024 | 2.91% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 76,943 | 50,000 | 54,660 CHF | 36,590 CHF | 99.40% | 99.40% |