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 | 0.68% | 1.53 CHF | 1.54 CHF | 80,000 | 80,000 | 79,866 | 79,866 | 117,233 CHF | 118,033 CHF | 99.92% | 99.92% |
14/05/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 113,292 CHF | 114,092 CHF | 99.74% | 99.74% |
13/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 114,363 CHF | 115,163 CHF | 100.00% | 100.00% |
10/05/2024 | 0.68% | 1.42 CHF | 1.43 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 131,577 CHF | 132,477 CHF | 100.00% | 100.00% |
08/05/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 90,000 | 90,000 | 89,986 | 89,986 | 108,139 CHF | 109,039 CHF | 99.67% | 99.67% |
07/05/2024 | 0.99% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 99,926 | 99,926 | 100,858 CHF | 101,858 CHF | 99.75% | 99.75% |
06/05/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 95,638 CHF | 96,738 CHF | 100.00% | 100.00% |
03/05/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 92,939 CHF | 94,139 CHF | 99.87% | 99.87% |
02/05/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 81,263 CHF | 82,363 CHF | 99.61% | 99.61% |
30/04/2024 | 1.07% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 99,983 | 99,983 | 93,224 CHF | 94,224 CHF | 100.00% | 100.00% |