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 | 1.93% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 70,647 | 25,000 | 53,364 CHF | 19,263 CHF | 99.25% | 99.25% |
15/05/2024 | 2.01% | 0.75 CHF | 0.76 CHF | 70,000 | 25,000 | 70,060 | 24,952 | 52,151 CHF | 18,953 CHF | 98.90% | 98.90% |
14/05/2024 | 1.87% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 70,005 | 25,000 | 53,953 CHF | 19,631 CHF | 95.83% | 95.83% |
13/05/2024 | 1.89% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 71,186 | 25,000 | 54,727 CHF | 19,612 CHF | 91.37% | 91.37% |
10/05/2024 | 2.14% | 0.76 CHF | 0.78 CHF | 70,000 | 25,000 | 63,858 | 23,703 | 51,051 CHF | 19,333 CHF | 100.00% | 100.00% |
08/05/2024 | 1.69% | 0.97 CHF | 0.99 CHF | 60,000 | 25,000 | 52,328 | 25,000 | 52,717 CHF | 25,654 CHF | 100.00% | 100.00% |
07/05/2024 | 1.50% | 1.03 CHF | 1.04 CHF | 50,000 | 25,000 | 56,021 | 25,000 | 55,168 CHF | 25,044 CHF | 97.06% | 97.06% |
06/05/2024 | 1.45% | 1.04 CHF | 1.06 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,952 CHF | 27,370 CHF | 96.91% | 96.91% |
03/05/2024 | 1.25% | 1.12 CHF | 1.13 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,404 CHF | 28,051 CHF | 97.92% | 97.92% |
02/05/2024 | 1.32% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,068 CHF | 56,813 CHF | 99.40% | 99.40% |