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 | 0.98% | 1.05 CHF | 1.06 CHF | 25,000 | 25,000 | 24,912 | 24,912 | 25,359 CHF | 25,608 CHF | 100.00% | 100.00% |
15/05/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,838 CHF | 24,088 CHF | 100.00% | 100.00% |
14/05/2024 | 1.22% | 0.90 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,413 CHF | 20,663 CHF | 100.00% | 100.00% |
13/05/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,477 CHF | 21,727 CHF | 100.00% | 100.00% |
10/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 25,923 CHF | 26,223 CHF | 100.00% | 100.00% |
08/05/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 23,058 CHF | 23,358 CHF | 100.00% | 100.00% |
07/05/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 26,487 CHF | 26,837 CHF | 100.00% | 100.00% |
06/05/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 26,969 CHF | 27,369 CHF | 100.00% | 100.00% |
03/05/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 26,350 CHF | 26,800 CHF | 100.00% | 100.00% |
02/05/2024 | 1.78% | 0.52 CHF | 0.53 CHF | 40,000 | 40,000 | 36,748 | 36,748 | 20,398 CHF | 20,765 CHF | 100.00% | 100.00% |