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 | 0.99% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,203 | 50,000 | 50,560 CHF | 50,859 CHF | 97.95% | 97.95% |
14/05/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 59,106 | 49,361 | 56,946 CHF | 48,058 CHF | 99.97% | 99.97% |
13/05/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,016 CHF | 48,846 CHF | 100.00% | 100.00% |
10/05/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 59,853 | 50,000 | 58,374 CHF | 49,267 CHF | 100.00% | 100.00% |
08/05/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,577 CHF | 46,814 CHF | 100.00% | 100.00% |
07/05/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,431 CHF | 47,526 CHF | 96.44% | 96.44% |
06/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,961 CHF | 44,634 CHF | 100.00% | 100.00% |
03/05/2024 | 1.14% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 60,164 | 50,000 | 52,318 CHF | 43,986 CHF | 94.70% | 94.70% |
02/05/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 69,572 | 50,000 | 56,380 CHF | 41,029 CHF | 99.13% | 99.13% |
30/04/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 63,249 | 50,000 | 53,180 CHF | 42,580 CHF | 100.00% | 100.00% |