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 | 2.69% | 0.82 CHF | 0.84 CHF | 70,000 | 25,000 | 70,000 | 24,945 | 54,851 CHF | 20,078 CHF | 89.54% | 89.54% |
14/05/2024 | 2.55% | 0.80 CHF | 0.82 CHF | 70,000 | 25,000 | 69,214 | 24,829 | 54,905 CHF | 20,204 CHF | 93.33% | 93.33% |
13/05/2024 | 2.69% | 0.76 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,887 CHF | 19,769 CHF | 90.10% | 90.10% |
10/05/2024 | 2.53% | 0.79 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,453 CHF | 20,312 CHF | 91.95% | 91.95% |
08/05/2024 | 2.77% | 0.73 CHF | 0.75 CHF | 70,000 | 25,000 | 73,006 | 25,000 | 52,608 CHF | 18,534 CHF | 98.66% | 98.66% |
07/05/2024 | 2.82% | 0.73 CHF | 0.75 CHF | 70,000 | 25,000 | 77,375 | 25,000 | 54,558 CHF | 18,146 CHF | 98.39% | 98.39% |
06/05/2024 | 2.78% | 0.71 CHF | 0.73 CHF | 80,000 | 25,000 | 76,183 | 25,000 | 54,406 CHF | 18,374 CHF | 100.00% | 100.00% |
03/05/2024 | 2.79% | 0.69 CHF | 0.71 CHF | 80,000 | 25,000 | 79,731 | 25,000 | 54,751 CHF | 17,657 CHF | 98.32% | 98.32% |
02/05/2024 | 3.14% | 0.60 CHF | 0.62 CHF | 90,000 | 25,000 | 86,572 | 25,000 | 53,426 CHF | 15,938 CHF | 99.13% | 99.13% |
30/04/2024 | 3.05% | 0.60 CHF | 0.62 CHF | 90,000 | 25,000 | 80,872 | 25,000 | 51,301 CHF | 16,355 CHF | 100.00% | 100.00% |