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 | 1.62% | 1.27 CHF | 1.29 CHF | 40,000 | 25,000 | 41,822 | 24,829 | 52,309 CHF | 31,610 CHF | 93.33% | 93.33% |
13/05/2024 | 1.71% | 1.20 CHF | 1.22 CHF | 50,000 | 25,000 | 47,864 | 25,000 | 58,258 CHF | 31,008 CHF | 90.10% | 90.10% |
10/05/2024 | 1.65% | 1.24 CHF | 1.26 CHF | 50,000 | 25,000 | 45,372 | 25,000 | 56,449 CHF | 31,669 CHF | 91.95% | 91.95% |
08/05/2024 | 1.78% | 1.15 CHF | 1.17 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 56,979 CHF | 29,002 CHF | 98.66% | 98.66% |
07/05/2024 | 1.79% | 1.15 CHF | 1.17 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,821 CHF | 28,415 CHF | 98.25% | 98.25% |
06/05/2024 | 1.76% | 1.12 CHF | 1.14 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 56,488 CHF | 28,746 CHF | 100.00% | 100.00% |
03/05/2024 | 1.75% | 1.10 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,486 CHF | 27,724 CHF | 98.44% | 98.44% |
02/05/2024 | 1.96% | 0.97 CHF | 0.99 CHF | 60,000 | 25,000 | 55,509 | 25,000 | 54,812 CHF | 25,215 CHF | 99.13% | 99.13% |
30/04/2024 | 1.95% | 0.97 CHF | 0.99 CHF | 60,000 | 25,000 | 50,485 | 25,000 | 51,046 CHF | 25,782 CHF | 100.00% | 100.00% |
29/04/2024 | 1.82% | 1.04 CHF | 1.06 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,322 CHF | 27,152 CHF | 99.54% | 99.54% |