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 | 2.63% | 1.09 CHF | 1.16 CHF | 20,000 | 20,000 | 73,242 | 73,242 | 84,335 CHF | 85,467 CHF | 97.97% | 97.97% |
14/05/2024 | 0.91% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 117,401 CHF | 118,407 CHF | 97.88% | 97.88% |
13/05/2024 | 0.93% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 117,619 CHF | 118,627 CHF | 99.99% | 99.99% |
10/05/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,596 CHF | 121,596 CHF | 98.68% | 98.68% |
08/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,706 CHF | 124,706 CHF | 100.00% | 100.00% |
07/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,657 CHF | 122,657 CHF | 99.87% | 99.87% |
06/05/2024 | 1.31% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 111,318 CHF | 112,356 CHF | 100.00% | 100.00% |
03/05/2024 | 1.67% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 85,957 | 85,957 | 106,039 CHF | 107,108 CHF | 97.32% | 97.32% |
02/05/2024 | 1.09% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 94,456 | 94,456 | 121,475 CHF | 122,503 CHF | 99.47% | 99.47% |
30/04/2024 | 1.01% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 95,985 | 95,985 | 122,639 CHF | 123,659 CHF | 98.40% | 98.40% |