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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 5.43% | 1.61 CHF | 1.66 CHF | 40,000 | 20,000 | 39,862 | 7,493 | 63,625 CHF | 12,599 CHF | 98.73% | 98.73% |
13/05/2024 | 5.73% | 1.55 CHF | 1.60 CHF | 40,000 | 20,000 | 40,000 | 7,463 | 60,828 CHF | 12,189 CHF | 99.50% | 99.50% |
10/05/2024 | 5.00% | 1.63 CHF | 1.68 CHF | 40,000 | 20,000 | 31,197 | 7,412 | 53,923 CHF | 13,136 CHF | 98.56% | 98.56% |
08/05/2024 | 5.91% | 1.53 CHF | 1.58 CHF | 40,000 | 20,000 | 40,000 | 7,355 | 58,954 CHF | 11,513 CHF | 98.44% | 98.44% |
07/05/2024 | 6.10% | 1.48 CHF | 1.53 CHF | 40,000 | 20,000 | 40,000 | 7,450 | 56,856 CHF | 11,288 CHF | 97.37% | 97.37% |
06/05/2024 | 5.92% | 1.47 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 7,455 | 58,533 CHF | 11,520 CHF | 98.35% | 98.35% |
03/05/2024 | 6.22% | 1.35 CHF | 1.40 CHF | 40,000 | 20,000 | 40,000 | 7,373 | 55,519 CHF | 10,670 CHF | 98.65% | 98.65% |
02/05/2024 | 6.45% | 1.41 CHF | 1.46 CHF | 40,000 | 20,000 | 40,000 | 7,621 | 53,366 CHF | 10,845 CHF | 95.06% | 95.06% |
30/04/2024 | 10.46% | 1.56 CHF | 1.66 CHF | 40,000 | 20,000 | 39,657 | 7,363 | 64,144 CHF | 12,958 CHF | 98.72% | 98.72% |
29/04/2024 | 5.03% | 1.84 CHF | 1.89 CHF | 30,000 | 20,000 | 30,007 | 7,379 | 52,180 CHF | 13,560 CHF | 98.12% | 98.12% |