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 | 1.43% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,475 CHF | 35,172 CHF | 97.95% | 97.95% |
14/05/2024 | 1.57% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 79,258 | 49,361 | 51,221 CHF | 32,412 CHF | 99.98% | 99.98% |
13/05/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,088 CHF | 33,055 CHF | 100.00% | 100.00% |
10/05/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,784 CHF | 33,490 CHF | 100.00% | 100.00% |
08/05/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 55,020 CHF | 31,067 CHF | 100.00% | 100.00% |
07/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 83,421 | 50,000 | 52,309 CHF | 31,878 CHF | 96.44% | 96.44% |
06/05/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,031 | 50,000 | 51,265 CHF | 28,971 CHF | 100.00% | 100.00% |
03/05/2024 | 1.79% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 96,124 | 50,000 | 53,083 CHF | 28,145 CHF | 98.64% | 98.64% |
02/05/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 104,902 | 50,000 | 52,146 CHF | 25,379 CHF | 99.13% | 99.13% |
30/04/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,778 CHF | 26,889 CHF | 100.00% | 100.00% |