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 | 1.40% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 57,458 | 48,184 | 51,666 CHF | 43,906 CHF | 99.35% | 99.35% |
13/05/2024 | 2.18% | 0.89 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,676 CHF | 23,176 CHF | 100.00% | 100.00% |
10/05/2024 | 2.34% | 0.84 CHF | 0.86 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 31,669 CHF | 32,419 CHF | 98.77% | 98.77% |
08/05/2024 | 2.92% | 0.73 CHF | 0.75 CHF | 25,000 | 25,000 | 26,344 | 25,747 | 19,490 CHF | 19,561 CHF | 98.88% | 98.88% |
07/05/2024 | 1.44% | 0.87 CHF | 0.88 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,101 CHF | 65,029 CHF | 98.60% | 98.60% |
06/05/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 62,514 | 50,000 | 52,335 CHF | 42,413 CHF | 100.00% | 100.00% |
03/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,560 CHF | 64,310 CHF | 98.64% | 98.64% |
02/05/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 78,518 | 75,000 | 54,126 CHF | 52,499 CHF | 99.13% | 99.13% |
30/04/2024 | 1.45% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 54,858 CHF | 52,180 CHF | 100.00% | 100.00% |
29/04/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 80,000 | 75,000 | 79,973 | 75,000 | 54,864 CHF | 52,203 CHF | 100.00% | 100.00% |