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 | 0.69% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,740 CHF | 72,240 CHF | 95.35% | 95.35% |
14/05/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,419 CHF | 71,919 CHF | 87.49% | 87.49% |
13/05/2024 | 1.21% | 1.61 CHF | 1.63 CHF | 40,000 | 30,000 | 38,673 | 30,000 | 63,428 CHF | 49,848 CHF | 99.05% | 99.05% |
10/05/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 52,103 CHF | 52,403 CHF | 98.15% | 98.15% |
08/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,202 CHF | 88,702 CHF | 93.47% | 93.47% |
07/05/2024 | 1.18% | 1.66 CHF | 1.68 CHF | 40,000 | 30,000 | 31,764 | 30,000 | 53,442 CHF | 51,116 CHF | 99.52% | 99.52% |
06/05/2024 | 1.15% | 1.74 CHF | 1.76 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 52,064 CHF | 52,664 CHF | 99.54% | 99.54% |
03/05/2024 | 1.09% | 1.83 CHF | 1.85 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 54,720 CHF | 55,320 CHF | 98.85% | 98.85% |
02/05/2024 | 1.04% | 1.89 CHF | 1.91 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 57,286 CHF | 57,886 CHF | 93.36% | 93.36% |
30/04/2024 | 0.56% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,575 CHF | 90,075 CHF | 85.18% | 85.18% |