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 | 1.16% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,486 CHF | 21,702 CHF | 90.07% | 90.07% |
10/05/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,201 CHF | 22,000 CHF | 100.00% | 100.00% |
08/05/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,442 CHF | 21,684 CHF | 100.00% | 100.00% |
07/05/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 63,041 | 25,000 | 52,995 CHF | 21,280 CHF | 96.44% | 96.44% |
06/05/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 56,338 CHF | 20,371 CHF | 100.00% | 100.00% |
03/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 56,411 CHF | 20,397 CHF | 98.63% | 98.63% |
02/05/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,802 CHF | 19,822 CHF | 99.13% | 99.13% |
30/04/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,398 CHF | 19,678 CHF | 100.00% | 100.00% |
29/04/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,467 CHF | 38,690 CHF | 100.00% | 100.00% |
26/04/2024 | 1.39% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 75,706 | 50,000 | 54,141 CHF | 36,294 CHF | 99.26% | 99.26% |