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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 4.58% | 0.60 CHF | 0.67 CHF | 20,000 | 20,000 | 73,243 | 73,243 | 48,638 CHF | 49,770 CHF | 97.96% | 97.96% |
14/05/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 68,973 CHF | 69,978 CHF | 97.88% | 97.88% |
13/05/2024 | 1.57% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 69,500 CHF | 70,507 CHF | 99.99% | 99.99% |
10/05/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,754 CHF | 72,754 CHF | 98.49% | 98.49% |
08/05/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,741 CHF | 75,741 CHF | 100.00% | 100.00% |
07/05/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,726 CHF | 73,726 CHF | 99.90% | 99.90% |
06/05/2024 | 2.20% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 66,422 CHF | 67,461 CHF | 100.00% | 100.00% |
03/05/2024 | 2.75% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 86,286 | 86,286 | 64,262 CHF | 65,329 CHF | 96.83% | 96.83% |
02/05/2024 | 1.75% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 94,456 | 94,456 | 75,008 CHF | 76,036 CHF | 99.45% | 99.45% |
30/04/2024 | 1.64% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 95,984 | 95,984 | 75,379 CHF | 76,399 CHF | 98.40% | 98.40% |