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 | 3.99% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 84,153 | 30,434 | 53,376 CHF | 20,228 CHF | 99.64% | 99.64% |
14/05/2024 | 4.32% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 89,917 | 30,476 | 52,401 CHF | 18,593 CHF | 98.85% | 98.85% |
13/05/2024 | 5.30% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 111,546 | 30,708 | 51,869 CHF | 14,975 CHF | 94.87% | 94.87% |
10/05/2024 | 4.23% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,454 | 30,306 | 53,485 CHF | 18,521 CHF | 98.46% | 98.46% |
08/05/2024 | 3.87% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,341 | 30,434 | 52,008 CHF | 20,372 CHF | 99.66% | 99.66% |
07/05/2024 | 4.28% | 0.69 CHF | 0.70 CHF | 80,000 | 50,000 | 87,831 | 30,433 | 52,377 CHF | 19,265 CHF | 99.66% | 99.66% |
06/05/2024 | 4.39% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 92,682 | 30,963 | 51,865 CHF | 17,999 CHF | 90.80% | 90.80% |
03/05/2024 | 4.44% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 93,643 | 30,413 | 51,851 CHF | 17,314 CHF | 99.55% | 99.55% |
02/05/2024 | 4.93% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 101,593 | 30,422 | 51,645 CHF | 16,252 CHF | 99.61% | 99.61% |
30/04/2024 | 5.70% | 0.51 CHF | 0.56 CHF | 5,000 | 5,000 | 85,501 | 23,512 | 46,412 CHF | 13,501 CHF | 97.15% | 97.15% |