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 | 1.20% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,263 CHF | 41,763 CHF | 99.17% | 99.17% |
13/05/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,163 CHF | 40,663 CHF | 99.39% | 99.39% |
10/05/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,277 CHF | 38,777 CHF | 99.39% | 99.39% |
08/05/2024 | 1.18% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,063 CHF | 42,563 CHF | 99.38% | 99.38% |
07/05/2024 | 1.14% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,622 CHF | 44,122 CHF | 99.22% | 99.22% |
06/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,240 CHF | 41,740 CHF | 99.21% | 99.21% |
03/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,165 CHF | 40,665 CHF | 99.38% | 99.38% |
02/05/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,034 CHF | 38,534 CHF | 99.39% | 99.39% |
30/04/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,231 CHF | 39,731 CHF | 99.43% | 99.43% |
29/04/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,480 CHF | 39,980 CHF | 97.85% | 97.85% |