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 | 2.61% | 0.51 CHF | 0.53 CHF | 100,000 | 25,000 | 94,831 | 25,000 | 52,785 CHF | 14,320 CHF | 99.25% | 99.25% |
15/05/2024 | 2.71% | 0.55 CHF | 0.57 CHF | 100,000 | 25,000 | 97,802 | 24,952 | 53,419 CHF | 14,019 CHF | 98.73% | 98.73% |
14/05/2024 | 2.72% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 91,238 | 25,000 | 52,137 CHF | 14,690 CHF | 95.83% | 95.83% |
13/05/2024 | 2.44% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 92,195 | 25,000 | 52,692 CHF | 14,668 CHF | 91.37% | 91.37% |
10/05/2024 | 2.58% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 80,317 | 23,703 | 48,319 CHF | 14,615 CHF | 100.00% | 100.00% |
08/05/2024 | 2.07% | 0.77 CHF | 0.79 CHF | 70,000 | 25,000 | 68,589 | 25,000 | 55,607 CHF | 20,706 CHF | 100.00% | 100.00% |
07/05/2024 | 2.10% | 0.83 CHF | 0.85 CHF | 70,000 | 25,000 | 69,869 | 25,000 | 55,008 CHF | 20,103 CHF | 97.06% | 97.06% |
06/05/2024 | 1.75% | 0.84 CHF | 0.86 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,824 CHF | 22,399 CHF | 96.91% | 96.91% |
03/05/2024 | 1.69% | 0.92 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,564 CHF | 23,123 CHF | 97.92% | 97.92% |
02/05/2024 | 1.69% | 0.92 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,383 CHF | 46,939 CHF | 99.40% | 99.40% |