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 | 1.32% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,462 CHF | 57,212 CHF | 99.39% | 99.39% |
14/05/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,803 CHF | 55,553 CHF | 99.16% | 99.16% |
13/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,539 CHF | 62,289 CHF | 99.38% | 99.38% |
10/05/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 75,448 | 75,448 | 59,649 CHF | 60,403 CHF | 99.39% | 99.39% |
08/05/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,047 CHF | 59,047 CHF | 99.39% | 99.39% |
07/05/2024 | 2.23% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 122,884 | 122,884 | 54,549 CHF | 55,778 CHF | 99.23% | 99.23% |
06/05/2024 | 2.14% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 123,952 | 123,952 | 57,514 CHF | 58,753 CHF | 99.21% | 99.21% |
03/05/2024 | 2.50% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 139,566 | 139,566 | 55,144 CHF | 56,539 CHF | 99.38% | 99.38% |
02/05/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 149,616 | 149,616 | 54,469 CHF | 55,965 CHF | 99.39% | 99.39% |
30/04/2024 | 2.23% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,524 CHF | 56,774 CHF | 99.43% | 99.43% |