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 | 2.91% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 106,023 | 49,739 | 51,820 CHF | 25,085 CHF | 93.48% | 93.48% |
14/05/2024 | 2.06% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 94,100 | 48,033 | 48,673 CHF | 25,342 CHF | 100.00% | 100.00% |
13/05/2024 | 3.92% | 0.52 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,515 CHF | 13,015 CHF | 100.00% | 100.00% |
10/05/2024 | 3.50% | 0.57 CHF | 0.59 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 21,088 CHF | 21,838 CHF | 98.77% | 98.77% |
08/05/2024 | 2.90% | 0.68 CHF | 0.70 CHF | 25,000 | 25,000 | 26,879 | 25,747 | 17,942 CHF | 17,757 CHF | 98.88% | 98.88% |
07/05/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 95,322 | 75,000 | 53,566 CHF | 42,971 CHF | 98.60% | 98.60% |
06/05/2024 | 1.98% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,356 CHF | 29,670 CHF | 100.00% | 100.00% |
03/05/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 93,054 | 75,000 | 53,187 CHF | 43,690 CHF | 98.63% | 98.63% |
02/05/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 80,000 | 75,000 | 77,339 | 75,000 | 56,571 CHF | 55,678 CHF | 92.57% | 92.57% |
30/04/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,070 CHF | 55,820 CHF | 100.00% | 100.00% |