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 | 1.02% | 1.00 CHF | 1.01 CHF | 50,000 | 25,000 | 57,077 | 24,951 | 56,576 CHF | 24,995 CHF | 98.94% | 98.94% |
14/05/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 59,975 | 50,000 | 58,551 CHF | 49,313 CHF | 99.99% | 99.99% |
13/05/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,296 CHF | 46,580 CHF | 100.00% | 100.00% |
10/05/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,022 CHF | 45,518 CHF | 100.00% | 100.00% |
08/05/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,096 CHF | 45,580 CHF | 100.00% | 100.00% |
07/05/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,206 | 50,000 | 52,995 CHF | 44,521 CHF | 98.55% | 98.55% |
06/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 84,354 | 50,000 | 52,836 CHF | 31,843 CHF | 100.00% | 100.00% |
03/05/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 87,180 | 50,000 | 53,234 CHF | 31,092 CHF | 98.63% | 98.63% |
02/05/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,195 CHF | 27,098 CHF | 99.12% | 99.12% |
30/04/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 97,711 | 50,000 | 53,499 CHF | 27,891 CHF | 100.00% | 100.00% |