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 | 1.04% | 1.99 CHF | 2.01 CHF | 30,000 | 25,000 | 29,761 | 24,829 | 58,609 CHF | 49,406 CHF | 93.33% | 93.33% |
13/05/2024 | 1.08% | 1.90 CHF | 1.92 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,704 CHF | 48,609 CHF | 90.10% | 90.10% |
10/05/2024 | 1.04% | 1.95 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,621 CHF | 49,359 CHF | 91.95% | 91.95% |
08/05/2024 | 1.13% | 1.82 CHF | 1.84 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,083 CHF | 45,583 CHF | 98.66% | 98.66% |
07/05/2024 | 1.14% | 1.82 CHF | 1.84 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,095 CHF | 44,753 CHF | 98.39% | 98.39% |
06/05/2024 | 1.12% | 1.77 CHF | 1.79 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,591 CHF | 45,161 CHF | 100.00% | 100.00% |
03/05/2024 | 1.11% | 1.74 CHF | 1.76 CHF | 30,000 | 25,000 | 30,267 | 25,000 | 52,334 CHF | 43,726 CHF | 98.03% | 98.03% |
02/05/2024 | 1.21% | 1.56 CHF | 1.58 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 63,568 CHF | 40,213 CHF | 98.69% | 98.69% |
30/04/2024 | 1.21% | 1.56 CHF | 1.58 CHF | 40,000 | 25,000 | 39,995 | 25,000 | 64,725 CHF | 40,951 CHF | 100.00% | 100.00% |
29/04/2024 | 1.16% | 1.66 CHF | 1.68 CHF | 40,000 | 25,000 | 31,817 | 25,000 | 53,781 CHF | 42,801 CHF | 99.54% | 99.54% |