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 | 1.62% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,105 | 50,000 | 52,911 CHF | 44,739 CHF | 99.25% | 99.25% |
15/05/2024 | 1.51% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 63,270 | 49,447 | 53,271 CHF | 42,320 CHF | 98.90% | 98.90% |
14/05/2024 | 1.62% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 69,499 | 50,000 | 55,956 CHF | 40,931 CHF | 99.99% | 99.99% |
13/05/2024 | 1.35% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,465 CHF | 46,002 CHF | 100.00% | 100.00% |
10/05/2024 | 1.27% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,280 CHF | 48,344 CHF | 100.00% | 100.00% |
08/05/2024 | 1.75% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,719 CHF | 47,253 CHF | 95.09% | 95.09% |
07/05/2024 | 1.31% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,180 CHF | 45,747 CHF | 96.43% | 96.43% |
06/05/2024 | 1.30% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,883 CHF | 46,333 CHF | 100.00% | 100.00% |
03/05/2024 | 1.39% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,842 | 50,000 | 53,130 CHF | 44,303 CHF | 97.92% | 97.92% |
02/05/2024 | 1.78% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 63,228 | 50,000 | 53,393 CHF | 43,032 CHF | 99.36% | 99.36% |