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 | 1.24% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 54,831 | 48,033 | 54,307 CHF | 48,168 CHF | 100.00% | 100.00% |
13/05/2024 | 1.98% | 0.98 CHF | 1.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,985 CHF | 25,485 CHF | 100.00% | 100.00% |
10/05/2024 | 2.11% | 0.93 CHF | 0.95 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 35,162 CHF | 35,912 CHF | 98.77% | 98.77% |
08/05/2024 | 2.72% | 0.82 CHF | 0.85 CHF | 25,000 | 25,000 | 26,045 | 25,747 | 21,648 CHF | 21,953 CHF | 98.88% | 98.88% |
07/05/2024 | 1.32% | 0.96 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,015 CHF | 71,960 CHF | 98.93% | 98.93% |
06/05/2024 | 1.07% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,743 CHF | 46,952 CHF | 100.00% | 100.00% |
03/05/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,491 CHF | 71,241 CHF | 98.63% | 98.63% |
02/05/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,632 CHF | 59,382 CHF | 99.12% | 99.12% |
30/04/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,343 CHF | 59,093 CHF | 100.00% | 100.00% |
29/04/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,418 CHF | 59,168 CHF | 100.00% | 100.00% |