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 | 3.61% | 0.78 CHF | 0.85 CHF | 20,000 | 20,000 | 73,242 | 73,242 | 61,422 CHF | 62,554 CHF | 97.97% | 97.97% |
14/05/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 86,302 CHF | 87,307 CHF | 97.88% | 97.88% |
13/05/2024 | 1.26% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 86,777 CHF | 87,784 CHF | 99.99% | 99.99% |
10/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,238 CHF | 90,238 CHF | 95.01% | 95.01% |
08/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,354 CHF | 93,354 CHF | 100.00% | 100.00% |
07/05/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,296 CHF | 91,296 CHF | 99.87% | 99.87% |
06/05/2024 | 1.77% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 82,574 CHF | 83,613 CHF | 100.00% | 100.00% |
03/05/2024 | 2.26% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 85,850 | 85,850 | 79,042 CHF | 80,111 CHF | 97.48% | 97.48% |
02/05/2024 | 1.44% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 94,456 | 94,456 | 91,741 CHF | 92,768 CHF | 99.47% | 99.47% |
30/04/2024 | 1.34% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 95,985 | 95,985 | 92,265 CHF | 93,285 CHF | 98.40% | 98.40% |