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 | 2.87% | 1.09 CHF | 1.09 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 51,489 CHF | 26,494 CHF | 65.76% | 97.96% |
14/05/2024 | 2.59% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 58,124 | 30,432 | 56,954 CHF | 30,700 CHF | 99.64% | 99.64% |
13/05/2024 | 2.97% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 63,368 | 30,708 | 53,257 CHF | 26,506 CHF | 94.87% | 94.87% |
10/05/2024 | 2.56% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 55,169 | 30,309 | 54,445 CHF | 30,535 CHF | 98.48% | 98.48% |
08/05/2024 | 2.41% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,005 | 30,434 | 52,440 CHF | 32,572 CHF | 99.66% | 99.66% |
07/05/2024 | 2.60% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 57,827 | 30,433 | 56,883 CHF | 31,153 CHF | 99.65% | 99.65% |
06/05/2024 | 2.65% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 30,963 | 56,163 CHF | 29,641 CHF | 90.79% | 90.79% |
03/05/2024 | 2.71% | 0.84 CHF | 0.85 CHF | 60,000 | 50,000 | 60,906 | 30,354 | 56,223 CHF | 28,409 CHF | 99.16% | 99.16% |
02/05/2024 | 2.92% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,666 | 30,426 | 52,570 CHF | 27,160 CHF | 99.63% | 99.63% |
30/04/2024 | 3.43% | 0.87 CHF | 0.92 CHF | 5,000 | 5,000 | 52,149 | 23,511 | 47,513 CHF | 22,165 CHF | 97.15% | 97.15% |