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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 1.81% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,623 CHF | 65,805 CHF | 92.95% | 92.95% |
13/05/2024 | 1.64% | 0.97 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,122 CHF | 75,350 CHF | 95.75% | 95.75% |
10/05/2024 | 1.52% | 1.02 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,688 CHF | 102,227 CHF | 99.52% | 99.52% |
08/05/2024 | 1.81% | 0.89 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,120 CHF | 88,715 CHF | 98.96% | 98.96% |
07/05/2024 | 2.00% | 0.82 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,358 CHF | 79,939 CHF | 95.68% | 95.68% |
06/05/2024 | 1.92% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,052 CHF | 74,466 CHF | 94.73% | 94.73% |
03/05/2024 | 2.17% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,590 CHF | 70,094 CHF | 95.15% | 95.15% |
02/05/2024 | 2.18% | 0.65 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,625 CHF | 69,115 CHF | 99.40% | 99.40% |
30/04/2024 | 2.04% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,680 CHF | 72,138 CHF | 99.07% | 99.07% |
29/04/2024 | 2.12% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,687 CHF | 74,246 CHF | 97.31% | 97.31% |