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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.75% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 42,339 | 30,848 | 60,502 CHF | 44,745 CHF | 92.60% | 92.60% |
10/05/2024 | 1.62% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 42,132 | 30,329 | 66,141 CHF | 48,214 CHF | 98.59% | 98.59% |
08/05/2024 | 1.56% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 42,172 | 30,431 | 68,728 CHF | 50,260 CHF | 99.65% | 99.65% |
07/05/2024 | 1.63% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 42,173 | 30,433 | 66,323 CHF | 48,857 CHF | 99.66% | 99.66% |
06/05/2024 | 1.65% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 42,385 | 30,963 | 64,277 CHF | 47,626 CHF | 90.80% | 90.80% |
03/05/2024 | 2.08% | 1.40 CHF | 1.45 CHF | 5,000 | 5,000 | 35,807 | 24,030 | 54,374 CHF | 37,085 CHF | 99.35% | 99.35% |
02/05/2024 | 1.76% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 42,170 | 30,424 | 61,181 CHF | 44,898 CHF | 99.62% | 99.62% |
30/04/2024 | 2.11% | 1.46 CHF | 1.51 CHF | 5,000 | 5,000 | 35,601 | 23,541 | 53,169 CHF | 35,882 CHF | 97.00% | 97.00% |
29/04/2024 | 1.52% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 37,200 | 30,589 | 61,127 CHF | 50,857 CHF | 96.87% | 96.87% |
26/04/2024 | 1.32% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 35,518 | 31,897 | 64,423 CHF | 58,371 CHF | 70.21% | 70.21% |