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 | 2.98% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,474 | 30,432 | 51,360 CHF | 26,675 CHF | 99.65% | 99.65% |
13/05/2024 | 3.36% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 71,169 | 30,708 | 52,818 CHF | 23,470 CHF | 94.87% | 94.87% |
10/05/2024 | 2.96% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 62,180 | 30,329 | 53,027 CHF | 26,493 CHF | 98.59% | 98.59% |
08/05/2024 | 2.78% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 30,434 | 54,407 CHF | 28,268 CHF | 99.66% | 99.66% |
07/05/2024 | 2.97% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 61,003 | 30,434 | 52,415 CHF | 27,206 CHF | 99.66% | 99.66% |
06/05/2024 | 3.00% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 69,056 | 30,963 | 56,972 CHF | 26,212 CHF | 90.80% | 90.80% |
03/05/2024 | 3.80% | 0.74 CHF | 0.79 CHF | 5,000 | 5,000 | 59,290 | 24,078 | 49,190 CHF | 20,571 CHF | 99.23% | 99.23% |
02/05/2024 | 3.26% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 30,388 | 54,333 CHF | 24,357 CHF | 99.44% | 99.44% |
30/04/2024 | 3.86% | 0.77 CHF | 0.82 CHF | 5,000 | 5,000 | 60,245 | 23,513 | 48,714 CHF | 19,750 CHF | 97.16% | 97.16% |
29/04/2024 | 2.65% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 30,567 | 56,397 CHF | 29,106 CHF | 96.76% | 96.76% |