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 | 0.96% | 1.04 CHF | 1.05 CHF | 25,000 | 25,000 | 24,992 | 25,000 | 25,840 CHF | 26,098 CHF | 100.00% | 100.00% |
10/05/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 25,000 | 25,000 | 24,996 | 24,991 | 24,318 CHF | 24,563 CHF | 100.00% | 100.00% |
08/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 25,000 | 25,000 | 24,991 | 25,000 | 22,252 CHF | 22,510 CHF | 100.00% | 100.00% |
07/05/2024 | 1.24% | 0.84 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,081 CHF | 20,331 CHF | 99.84% | 99.84% |
06/05/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,873 CHF | 19,123 CHF | 99.78% | 99.78% |
03/05/2024 | 1.31% | 0.72 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 24,997 | 18,965 CHF | 19,212 CHF | 100.00% | 100.00% |
02/05/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,804 CHF | 20,054 CHF | 100.00% | 100.00% |
30/04/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,842 CHF | 20,092 CHF | 100.00% | 100.00% |
29/04/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,169 CHF | 20,419 CHF | 99.73% | 99.73% |
26/04/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,689 CHF | 20,939 CHF | 100.00% | 100.00% |