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 | 1.21% | 1.79 CHF | 1.81 CHF | 30,000 | 25,000 | 31,484 | 24,945 | 53,931 CHF | 43,318 CHF | 89.53% | 89.53% |
14/05/2024 | 1.16% | 1.76 CHF | 1.78 CHF | 30,000 | 25,000 | 30,427 | 24,829 | 52,966 CHF | 43,776 CHF | 93.33% | 93.33% |
13/05/2024 | 1.20% | 1.67 CHF | 1.69 CHF | 30,000 | 25,000 | 33,201 | 25,000 | 55,955 CHF | 42,720 CHF | 90.10% | 90.10% |
10/05/2024 | 1.18% | 1.70 CHF | 1.72 CHF | 30,000 | 25,000 | 31,016 | 25,000 | 52,952 CHF | 43,237 CHF | 91.95% | 91.95% |
08/05/2024 | 1.31% | 1.56 CHF | 1.58 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 61,519 CHF | 38,956 CHF | 98.66% | 98.66% |
07/05/2024 | 1.35% | 1.56 CHF | 1.58 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 59,964 CHF | 37,985 CHF | 98.39% | 98.39% |
06/05/2024 | 1.33% | 1.50 CHF | 1.52 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 60,707 CHF | 38,448 CHF | 100.00% | 100.00% |
03/05/2024 | 1.34% | 1.48 CHF | 1.49 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 58,434 CHF | 37,014 CHF | 98.52% | 98.52% |
02/05/2024 | 1.47% | 1.28 CHF | 1.30 CHF | 40,000 | 25,000 | 40,389 | 25,000 | 52,769 CHF | 33,165 CHF | 99.12% | 99.12% |
30/04/2024 | 1.47% | 1.27 CHF | 1.29 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 53,639 CHF | 34,020 CHF | 100.00% | 100.00% |