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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 1.56% | 1.32 CHF | 1.34 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 53,214 CHF | 33,782 CHF | 98.87% | 98.87% |
07/05/2024 | 1.63% | 1.34 CHF | 1.36 CHF | 40,000 | 25,000 | 45,598 | 25,000 | 57,250 CHF | 31,970 CHF | 96.32% | 96.32% |
06/05/2024 | 1.65% | 1.26 CHF | 1.28 CHF | 40,000 | 25,000 | 43,373 | 25,000 | 54,231 CHF | 31,824 CHF | 100.00% | 100.00% |
03/05/2024 | 1.71% | 1.23 CHF | 1.25 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 59,105 CHF | 30,063 CHF | 98.62% | 98.62% |
02/05/2024 | 1.78% | 1.13 CHF | 1.15 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,076 CHF | 29,559 CHF | 96.60% | 96.60% |
30/04/2024 | 1.80% | 1.13 CHF | 1.15 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,779 CHF | 29,415 CHF | 100.00% | 100.00% |
29/04/2024 | 1.66% | 1.22 CHF | 1.24 CHF | 50,000 | 25,000 | 46,143 | 25,000 | 57,224 CHF | 31,544 CHF | 100.00% | 100.00% |
26/04/2024 | 1.74% | 1.22 CHF | 1.24 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 59,311 CHF | 30,175 CHF | 99.27% | 99.27% |
25/04/2024 | 1.67% | 1.19 CHF | 1.21 CHF | 50,000 | 25,000 | 43,385 | 25,000 | 53,643 CHF | 31,526 CHF | 98.91% | 98.91% |
24/04/2024 | 1.57% | 1.30 CHF | 1.32 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 54,039 CHF | 34,309 CHF | 95.94% | 95.94% |