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 | 1.71% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 83,255 | 48,184 | 51,657 CHF | 30,413 CHF | 99.35% | 99.35% |
13/05/2024 | 3.25% | 0.62 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,152 CHF | 15,652 CHF | 100.00% | 100.00% |
10/05/2024 | 2.94% | 0.68 CHF | 0.70 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 25,106 CHF | 25,856 CHF | 98.77% | 98.77% |
08/05/2024 | 2.49% | 0.79 CHF | 0.81 CHF | 25,000 | 25,000 | 26,518 | 25,747 | 20,640 CHF | 20,589 CHF | 98.88% | 98.88% |
07/05/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 79,639 | 75,000 | 53,574 CHF | 51,221 CHF | 98.60% | 98.60% |
06/05/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 78,272 | 50,000 | 54,084 CHF | 35,087 CHF | 100.00% | 100.00% |
03/05/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80,000 | 75,000 | 79,302 | 75,000 | 54,095 CHF | 51,940 CHF | 98.64% | 98.64% |
02/05/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,001 CHF | 63,751 CHF | 99.13% | 99.13% |
30/04/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,320 CHF | 64,070 CHF | 100.00% | 100.00% |
29/04/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,297 CHF | 64,047 CHF | 100.00% | 100.00% |