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 | 1.29% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 34,364 | 30,454 | 68,053 CHF | 61,051 CHF | 99.23% | 99.23% |
13/05/2024 | 1.38% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 34,565 | 30,707 | 63,242 CHF | 56,863 CHF | 94.86% | 94.86% |
10/05/2024 | 1.29% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 34,263 | 30,329 | 67,708 CHF | 60,589 CHF | 98.58% | 98.58% |
08/05/2024 | 1.25% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 34,347 | 30,433 | 70,035 CHF | 62,738 CHF | 99.65% | 99.65% |
07/05/2024 | 1.30% | 2.08 CHF | 2.09 CHF | 50,000 | 50,000 | 34,346 | 30,433 | 68,133 CHF | 61,195 CHF | 99.65% | 99.65% |
06/05/2024 | 1.31% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 34,770 | 30,963 | 66,605 CHF | 59,995 CHF | 90.79% | 90.79% |
03/05/2024 | 1.64% | 1.79 CHF | 1.84 CHF | 5,000 | 5,000 | 28,013 | 24,096 | 53,659 CHF | 46,786 CHF | 99.55% | 99.55% |
02/05/2024 | 1.38% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 34,342 | 30,427 | 63,476 CHF | 56,962 CHF | 99.63% | 99.63% |
30/04/2024 | 1.66% | 1.86 CHF | 1.91 CHF | 5,000 | 5,000 | 27,559 | 23,538 | 52,197 CHF | 45,275 CHF | 97.00% | 97.00% |
29/04/2024 | 1.23% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 34,469 | 30,586 | 70,587 CHF | 63,212 CHF | 96.85% | 96.85% |