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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,126 CHF | 23,638 CHF | 97.97% | 97.97% |
14/05/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,173 CHF | 46,478 CHF | 99.98% | 99.98% |
13/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,820 CHF | 43,683 CHF | 100.00% | 100.00% |
10/05/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 64,819 | 50,000 | 54,508 CHF | 42,630 CHF | 100.00% | 100.00% |
08/05/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 62,504 | 50,000 | 52,687 CHF | 42,685 CHF | 100.00% | 100.00% |
07/05/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 67,497 | 50,000 | 55,479 CHF | 41,639 CHF | 97.33% | 97.33% |
06/05/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 91,239 | 50,000 | 51,973 CHF | 28,995 CHF | 100.00% | 100.00% |
03/05/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 94,928 | 50,000 | 52,419 CHF | 28,173 CHF | 98.64% | 98.64% |
02/05/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,000 | 50,000 | 52,221 CHF | 24,237 CHF | 99.13% | 99.13% |
30/04/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 106,756 | 50,000 | 52,218 CHF | 24,976 CHF | 100.00% | 100.00% |