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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.31% | 2.32 CHF | 2.35 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,327 CHF | 59,376 CHF | 90.10% | 90.10% |
10/05/2024 | 1.28% | 2.36 CHF | 2.39 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,062 CHF | 59,979 CHF | 91.95% | 91.95% |
08/05/2024 | 1.40% | 2.19 CHF | 2.22 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,858 CHF | 54,812 CHF | 98.66% | 98.66% |
07/05/2024 | 1.42% | 2.19 CHF | 2.22 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,414 CHF | 53,600 CHF | 98.39% | 98.39% |
06/05/2024 | 1.40% | 2.11 CHF | 2.14 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,041 CHF | 54,120 CHF | 100.00% | 100.00% |
03/05/2024 | 1.44% | 2.09 CHF | 2.12 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,823 CHF | 52,264 CHF | 97.10% | 97.10% |
02/05/2024 | 1.07% | 1.84 CHF | 1.86 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,188 CHF | 47,328 CHF | 99.13% | 99.13% |
30/04/2024 | 1.04% | 1.83 CHF | 1.85 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,346 CHF | 48,287 CHF | 100.00% | 100.00% |
29/04/2024 | 1.38% | 1.95 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,225 CHF | 50,885 CHF | 99.54% | 99.54% |
26/04/2024 | 1.09% | 2.01 CHF | 2.04 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,899 CHF | 48,782 CHF | 95.37% | 95.37% |