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 | 0.56% | 1.80 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,812 CHF | 45,062 CHF | 100.00% | 100.00% |
10/05/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,263 CHF | 43,513 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,205 CHF | 41,455 CHF | 100.00% | 100.00% |
07/05/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,025 CHF | 39,275 CHF | 99.84% | 99.84% |
06/05/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,834 CHF | 38,084 CHF | 99.78% | 99.78% |
03/05/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,904 CHF | 38,154 CHF | 100.00% | 100.00% |
02/05/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,745 CHF | 38,995 CHF | 100.00% | 100.00% |
30/04/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,767 CHF | 39,017 CHF | 100.00% | 100.00% |
29/04/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,076 CHF | 39,326 CHF | 99.73% | 99.73% |
26/04/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,598 CHF | 39,848 CHF | 100.00% | 100.00% |