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 | 1.67% | 0.64 CHF | 0.61 CHF | 100,000 | 100,000 | 102,890 | 102,890 | 61,229 CHF | 62,258 CHF | 5.44% | 98.86% |
13/05/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 125,000 | 125,000 | 112,351 | 112,351 | 55,322 CHF | 56,445 CHF | 99.18% | 99.18% |
10/05/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 99,958 | 99,958 | 59,502 CHF | 60,501 CHF | 41.83% | 96.48% |
08/05/2024 | 1.56% | 0.67 CHF | 0.65 CHF | 75,000 | 100,000 | 100,000 | 100,000 | 63,793 CHF | 64,793 CHF | 0.09% | 99.18% |
07/05/2024 | 1.62% | 0.71 CHF | 0.67 CHF | 75,000 | 75,000 | 99,860 | 99,860 | 61,322 CHF | 62,320 CHF | 78.17% | 98.89% |
06/05/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,784 CHF | 59,784 CHF | 98.97% | 98.97% |
03/05/2024 | 1.70% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,793 | 100,793 | 59,083 CHF | 60,091 CHF | 98.57% | 98.59% |
02/05/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,954 CHF | 54,954 CHF | 98.84% | 98.84% |
30/04/2024 | 1.71% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,915 CHF | 58,915 CHF | 94.23% | 94.23% |
29/04/2024 | 1.45% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 83,802 | 83,801 | 57,329 CHF | 58,167 CHF | 57.60% | 97.52% |