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 | 0.71% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,572 CHF | 71,072 CHF | 97.32% | 97.32% |
13/05/2024 | 0.77% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,449 CHF | 64,949 CHF | 100.00% | 100.00% |
10/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,877 CHF | 65,377 CHF | 100.00% | 100.00% |
08/05/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,718 CHF | 65,218 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,024 CHF | 62,524 CHF | 99.98% | 99.98% |
06/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 49,867 | 49,867 | 60,558 CHF | 61,057 CHF | 100.00% | 100.00% |
03/05/2024 | 1.33% | 1.14 CHF | 1.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,520 CHF | 28,902 CHF | 98.59% | 98.59% |
02/05/2024 | 1.42% | 1.17 CHF | 1.19 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 42,314 CHF | 42,919 CHF | 99.10% | 99.10% |
30/04/2024 | 1.29% | 1.04 CHF | 1.05 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 45,186 CHF | 45,762 CHF | 99.91% | 99.91% |
29/04/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,061 CHF | 80,811 CHF | 100.00% | 100.00% |