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 | 1.51% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 94,407 | 94,407 | 61,985 CHF | 62,929 CHF | 100.00% | 100.00% |
14/05/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,495 CHF | 63,495 CHF | 91.75% | 91.75% |
13/05/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,544 | 99,544 | 63,038 CHF | 64,034 CHF | 100.00% | 100.00% |
10/05/2024 | 1.49% | 0.63 CHF | 0.64 CHF | 75,000 | 75,000 | 85,657 | 85,657 | 56,755 CHF | 57,611 CHF | 100.00% | 100.00% |
08/05/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 109,543 | 109,543 | 53,970 CHF | 55,066 CHF | 100.00% | 100.00% |
07/05/2024 | 2.66% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 145,102 | 145,102 | 53,827 CHF | 55,278 CHF | 100.00% | 100.00% |
06/05/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 182,577 | 182,577 | 53,540 CHF | 55,366 CHF | 100.00% | 100.00% |
03/05/2024 | 3.91% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 207,986 | 207,986 | 52,147 CHF | 54,227 CHF | 97.87% | 97.87% |
02/05/2024 | 4.13% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 220,890 | 220,890 | 52,324 CHF | 54,533 CHF | 100.00% | 100.00% |
30/04/2024 | 2.87% | 0.27 CHF | 0.28 CHF | 175,000 | 175,000 | 156,889 | 156,889 | 53,827 CHF | 55,396 CHF | 100.00% | 100.00% |