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 | 1.19% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,127 | 49,753 | 51,108 CHF | 42,797 CHF | 98.93% | 98.93% |
14/05/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 68,850 | 49,361 | 55,386 CHF | 40,207 CHF | 99.97% | 99.97% |
13/05/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,601 CHF | 40,929 CHF | 100.00% | 100.00% |
10/05/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 69,516 | 50,000 | 56,779 CHF | 41,347 CHF | 100.00% | 100.00% |
08/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,960 CHF | 39,043 CHF | 100.00% | 100.00% |
07/05/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,853 CHF | 39,681 CHF | 96.44% | 96.44% |
06/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,381 | 50,000 | 51,133 CHF | 36,831 CHF | 100.00% | 100.00% |
03/05/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 77,610 | 50,000 | 55,178 CHF | 36,084 CHF | 94.34% | 94.34% |
02/05/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,351 CHF | 33,219 CHF | 99.13% | 99.13% |
30/04/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,702 CHF | 34,689 CHF | 100.00% | 100.00% |