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 | 1.65% | 0.88 CHF | 0.89 CHF | 60,000 | 25,000 | 59,951 | 25,000 | 55,319 CHF | 23,452 CHF | 99.25% | 99.25% |
15/05/2024 | 1.69% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 24,952 | 54,695 CHF | 23,133 CHF | 98.73% | 98.73% |
14/05/2024 | 1.63% | 0.94 CHF | 0.96 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,255 CHF | 23,825 CHF | 95.83% | 95.83% |
13/05/2024 | 1.69% | 0.94 CHF | 0.96 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,203 CHF | 23,817 CHF | 91.37% | 91.37% |
10/05/2024 | 1.79% | 0.93 CHF | 0.95 CHF | 60,000 | 25,000 | 54,557 | 23,703 | 52,720 CHF | 23,301 CHF | 100.00% | 100.00% |
08/05/2024 | 1.25% | 1.14 CHF | 1.16 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,912 CHF | 29,827 CHF | 100.00% | 100.00% |
07/05/2024 | 1.29% | 1.20 CHF | 1.21 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,705 CHF | 29,226 CHF | 97.06% | 97.06% |
06/05/2024 | 1.19% | 1.21 CHF | 1.23 CHF | 50,000 | 25,000 | 44,204 | 25,000 | 55,062 CHF | 31,546 CHF | 96.91% | 96.91% |
03/05/2024 | 1.17% | 1.29 CHF | 1.30 CHF | 40,000 | 25,000 | 40,358 | 25,000 | 51,442 CHF | 32,249 CHF | 97.92% | 97.92% |
02/05/2024 | 1.18% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,439 CHF | 65,201 CHF | 99.40% | 99.40% |