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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 1.68% | 1.18 CHF | 1.20 CHF | 50,000 | 25,000 | 49,973 | 25,000 | 59,361 CHF | 30,201 CHF | 91.95% | 91.95% |
08/05/2024 | 1.90% | 1.07 CHF | 1.09 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,720 CHF | 26,866 CHF | 98.66% | 98.66% |
07/05/2024 | 1.95% | 1.07 CHF | 1.09 CHF | 50,000 | 25,000 | 50,981 | 25,000 | 52,230 CHF | 26,136 CHF | 98.39% | 98.39% |
06/05/2024 | 1.92% | 1.02 CHF | 1.04 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,073 CHF | 26,542 CHF | 100.00% | 100.00% |
03/05/2024 | 1.96% | 1.01 CHF | 1.03 CHF | 50,000 | 25,000 | 54,170 | 25,000 | 54,063 CHF | 25,497 CHF | 98.52% | 98.52% |
02/05/2024 | 2.22% | 0.86 CHF | 0.88 CHF | 60,000 | 25,000 | 60,425 | 25,000 | 53,260 CHF | 22,540 CHF | 98.73% | 98.73% |
30/04/2024 | 2.15% | 0.86 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,655 CHF | 23,267 CHF | 100.00% | 100.00% |
29/04/2024 | 2.00% | 0.94 CHF | 0.96 CHF | 60,000 | 25,000 | 58,694 | 25,000 | 57,366 CHF | 24,940 CHF | 99.54% | 99.54% |
26/04/2024 | 2.12% | 0.98 CHF | 1.00 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,735 CHF | 23,720 CHF | 95.37% | 95.37% |
25/04/2024 | 2.28% | 0.89 CHF | 0.91 CHF | 60,000 | 25,000 | 61,769 | 25,000 | 53,243 CHF | 22,074 CHF | 96.56% | 96.56% |