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 | 1.23% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 57,203 CHF | 41,364 CHF | 97.95% | 97.95% |
14/05/2024 | 1.30% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 68,850 | 49,361 | 53,320 CHF | 38,726 CHF | 99.97% | 99.97% |
13/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,501 CHF | 39,429 CHF | 100.00% | 100.00% |
10/05/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,086 CHF | 39,847 CHF | 100.00% | 100.00% |
08/05/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,653 CHF | 37,395 CHF | 100.00% | 100.00% |
07/05/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,004 | 50,000 | 52,581 CHF | 38,056 CHF | 96.44% | 96.44% |
06/05/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,544 CHF | 35,215 CHF | 100.00% | 100.00% |
03/05/2024 | 1.46% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 79,842 | 50,000 | 54,358 CHF | 34,545 CHF | 94.34% | 94.34% |
02/05/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 86,037 | 50,000 | 53,665 CHF | 31,719 CHF | 99.13% | 99.13% |
30/04/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,040 | 50,000 | 52,327 CHF | 33,189 CHF | 100.00% | 100.00% |