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 | 2.09% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,628 CHF | 24,128 CHF | 100.00% | 100.00% |
14/05/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,401 CHF | 23,901 CHF | 100.00% | 100.00% |
13/05/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,288 CHF | 24,788 CHF | 100.00% | 100.00% |
10/05/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,695 CHF | 26,195 CHF | 100.00% | 100.00% |
08/05/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,124 CHF | 28,624 CHF | 100.00% | 100.00% |
07/05/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,182 CHF | 28,682 CHF | 99.76% | 99.76% |
06/05/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,147 CHF | 29,647 CHF | 99.51% | 99.51% |
03/05/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,548 CHF | 31,048 CHF | 99.72% | 99.72% |
02/05/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,903 CHF | 32,403 CHF | 100.00% | 100.00% |
30/04/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,843 CHF | 32,343 CHF | 100.00% | 100.00% |