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 | 1.16% | 0.87 CHF | 0.88 CHF | 40,000 | 40,000 | 39,929 | 39,929 | 34,463 CHF | 34,863 CHF | 99.82% | 99.82% |
14/05/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 40,000 | 40,000 | 39,977 | 39,977 | 32,422 CHF | 32,822 CHF | 99.75% | 99.75% |
13/05/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 39,443 CHF | 39,843 CHF | 99.94% | 99.94% |
10/05/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 40,502 CHF | 40,902 CHF | 100.00% | 100.00% |
08/05/2024 | 1.21% | 0.86 CHF | 0.87 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 33,050 CHF | 33,450 CHF | 99.08% | 99.08% |
07/05/2024 | 1.42% | 0.78 CHF | 0.79 CHF | 40,000 | 40,000 | 39,931 | 39,931 | 28,094 CHF | 28,494 CHF | 100.00% | 100.00% |
06/05/2024 | 1.58% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,477 CHF | 31,977 CHF | 100.00% | 100.00% |
03/05/2024 | 1.75% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,346 CHF | 28,846 CHF | 99.99% | 99.99% |
02/05/2024 | 1.80% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,601 CHF | 28,101 CHF | 99.99% | 99.99% |
30/04/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,428 CHF | 29,928 CHF | 100.00% | 100.00% |