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 | 2.14% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 30,456 | 59,332 CHF | 36,976 CHF | 99.24% | 99.24% |
13/05/2024 | 2.36% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 30,707 | 53,094 CHF | 33,263 CHF | 94.86% | 94.86% |
10/05/2024 | 2.13% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 30,330 | 59,552 CHF | 36,702 CHF | 98.58% | 98.58% |
08/05/2024 | 2.03% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 43,919 | 30,430 | 54,777 CHF | 38,643 CHF | 99.64% | 99.64% |
07/05/2024 | 2.15% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 30,433 | 59,605 CHF | 37,368 CHF | 99.65% | 99.65% |
06/05/2024 | 2.17% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 30,963 | 57,380 CHF | 36,196 CHF | 90.79% | 90.79% |
03/05/2024 | 2.74% | 1.04 CHF | 1.09 CHF | 5,000 | 5,000 | 43,675 | 24,055 | 50,314 CHF | 28,289 CHF | 99.38% | 99.38% |
02/05/2024 | 2.33% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 30,438 | 54,418 CHF | 33,907 CHF | 99.55% | 99.55% |
30/04/2024 | 2.78% | 1.09 CHF | 1.14 CHF | 5,000 | 5,000 | 43,584 | 23,512 | 49,126 CHF | 27,240 CHF | 97.15% | 97.15% |
29/04/2024 | 1.96% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 42,418 | 30,588 | 53,980 CHF | 39,363 CHF | 96.86% | 96.86% |