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 | 2.24% | 0.83 CHF | 0.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 66,318 CHF | 67,818 CHF | 100.00% | 100.00% |
16/05/2024 | 4.30% | 1.10 CHF | 1.14 CHF | 50,000 | 25,000 | 23,821 | 16,557 | 27,856 CHF | 20,056 CHF | 99.27% | 99.27% |
15/05/2024 | 2.13% | 2.02 CHF | 2.08 CHF | 12,500 | 12,500 | 26,250 | 22,271 | 53,726 CHF | 46,525 CHF | 99.30% | 99.30% |
14/05/2024 | 1.56% | 2.17 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,205 CHF | 110,927 CHF | 99.51% | 99.51% |
13/05/2024 | 1.59% | 1.83 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,091 CHF | 90,514 CHF | 100.00% | 100.00% |
10/05/2024 | 2.22% | 1.72 CHF | 1.76 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,817 CHF | 45,855 CHF | 100.00% | 100.00% |
08/05/2024 | 1.98% | 2.25 CHF | 2.30 CHF | 30,000 | 25,000 | 29,033 | 25,000 | 68,397 CHF | 60,244 CHF | 100.00% | 100.00% |
07/05/2024 | 1.85% | 2.54 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,942 CHF | 72,266 CHF | 97.06% | 97.06% |
06/05/2024 | 2.14% | 3.02 CHF | 3.09 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,063 CHF | 66,471 CHF | 100.00% | 100.00% |
03/05/2024 | 1.96% | 3.91 CHF | 3.98 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 73,510 CHF | 74,959 CHF | 97.81% | 97.81% |