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 | 1.26% | 1.59 CHF | 1.59 CHF | 50,000 | 10,000 | 10,000 | 10,000 | 15,789 CHF | 15,989 CHF | 27.22% | 99.50% |
15/05/2024 | 1.56% | 1.48 CHF | 1.29 CHF | 100,000 | 20,000 | 20,000 | 20,000 | 25,371 CHF | 25,771 CHF | 5.33% | 99.16% |
14/05/2024 | - | 1.11 CHF | - CHF | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.08% |
13/05/2024 | 1.67% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 33,892 | 33,892 | 36,229 CHF | 36,733 CHF | 57.84% | 99.08% |
10/05/2024 | 1.71% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 36,990 | 36,990 | 38,812 CHF | 39,340 CHF | 98.39% | 98.39% |
08/05/2024 | 1.63% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 37,373 | 37,373 | 41,418 CHF | 41,949 CHF | 99.49% | 99.49% |
07/05/2024 | 1.51% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 37,631 | 37,631 | 42,364 CHF | 42,897 CHF | 98.28% | 98.28% |
06/05/2024 | 1.67% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 37,546 | 37,546 | 42,693 CHF | 43,225 CHF | 98.26% | 98.26% |
03/05/2024 | 2.10% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 37,101 | 37,101 | 33,307 CHF | 33,835 CHF | 99.13% | 99.13% |
02/05/2024 | 2.49% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 75,247 | 75,247 | 53,217 CHF | 54,281 CHF | 98.14% | 98.14% |