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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,089 CHF | 37,589 CHF | 99.39% | 99.39% |
08/05/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,902 CHF | 36,402 CHF | 99.39% | 99.39% |
07/05/2024 | 1.53% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,565 CHF | 33,065 CHF | 99.23% | 99.23% |
06/05/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,977 CHF | 42,477 CHF | 99.22% | 99.22% |
03/05/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,207 CHF | 45,707 CHF | 99.38% | 99.38% |
02/05/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,509 CHF | 43,009 CHF | 99.39% | 99.39% |
30/04/2024 | 1.30% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,217 CHF | 38,717 CHF | 99.43% | 99.43% |
29/04/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,502 CHF | 36,002 CHF | 99.29% | 99.29% |
26/04/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,839 CHF | 37,339 CHF | 97.24% | 97.24% |
25/04/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,849 CHF | 37,349 CHF | 83.98% | 83.98% |