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 | 1.42% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 79,099 | 25,000 | 55,376 CHF | 17,758 CHF | 99.99% | 99.99% |
13/05/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 55,965 CHF | 17,739 CHF | 89.03% | 89.03% |
10/05/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 77,396 | 25,000 | 55,017 CHF | 18,029 CHF | 100.00% | 100.00% |
08/05/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80,000 | 25,000 | 78,296 | 25,000 | 54,677 CHF | 17,721 CHF | 100.00% | 100.00% |
07/05/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,572 CHF | 17,304 CHF | 96.44% | 96.44% |
06/05/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 51,656 CHF | 16,392 CHF | 100.00% | 100.00% |
03/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 51,730 CHF | 16,416 CHF | 98.64% | 98.64% |
02/05/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 85,753 | 25,000 | 53,437 CHF | 15,837 CHF | 99.13% | 99.13% |
30/04/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 88,023 | 25,000 | 54,386 CHF | 15,704 CHF | 100.00% | 100.00% |
29/04/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 54,412 CHF | 15,365 CHF | 100.00% | 100.00% |