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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 59,503 CHF | 60,403 CHF | 98.86% | 98.86% |
16/05/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 51,252 CHF | 52,052 CHF | 99.57% | 99.57% |
15/05/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 53,974 CHF | 54,774 CHF | 99.47% | 99.52% |
14/05/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 53,838 CHF | 54,638 CHF | 99.48% | 99.48% |
13/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 54,442 CHF | 55,242 CHF | 99.50% | 99.50% |
10/05/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 52,635 CHF | 53,435 CHF | 99.56% | 99.56% |
08/05/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 51,378 CHF | 52,078 CHF | 99.54% | 99.54% |
07/05/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 53,832 CHF | 54,532 CHF | 99.52% | 99.52% |
06/05/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 56,011 CHF | 56,711 CHF | 99.49% | 99.49% |
03/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 49,429 CHF | 50,029 CHF | 99.51% | 99.51% |