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 | 1.59% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 86,024 | 49,753 | 53,627 CHF | 31,530 CHF | 98.93% | 98.93% |
14/05/2024 | 1.75% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 88,752 | 49,361 | 51,239 CHF | 29,006 CHF | 99.99% | 99.99% |
13/05/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,739 CHF | 29,800 CHF | 100.00% | 100.00% |
10/05/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,268 CHF | 30,093 CHF | 100.00% | 100.00% |
08/05/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 98,541 | 50,000 | 53,624 CHF | 27,720 CHF | 100.00% | 100.00% |
07/05/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 92,834 | 50,000 | 51,810 CHF | 28,427 CHF | 98.41% | 98.41% |
06/05/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 102,108 | 50,000 | 51,177 CHF | 25,572 CHF | 100.00% | 100.00% |
03/05/2024 | 2.03% | 0.45 CHF | 0.46 CHF | 112,585 | 50,000 | 107,864 | 50,000 | 52,559 CHF | 24,889 CHF | 96.40% | 96.40% |
02/05/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 114,772 | 50,000 | 114,125 | 50,000 | 48,714 CHF | 21,846 CHF | 90.94% | 90.94% |
30/04/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 114,150 | 50,000 | 111,430 | 50,000 | 51,248 CHF | 23,505 CHF | 92.21% | 92.21% |