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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 83,136 | 25,000 | 52,529 CHF | 16,060 CHF | 100.00% | 100.00% |
13/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 80,623 | 25,000 | 50,775 CHF | 15,996 CHF | 89.03% | 89.03% |
10/05/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 80,208 | 25,000 | 51,476 CHF | 16,296 CHF | 100.00% | 100.00% |
08/05/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 84,846 | 25,000 | 53,435 CHF | 16,010 CHF | 100.00% | 100.00% |
07/05/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 80,000 | 25,000 | 87,575 | 25,000 | 53,738 CHF | 15,602 CHF | 96.44% | 96.44% |
06/05/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 51,944 CHF | 14,679 CHF | 100.00% | 100.00% |
03/05/2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 51,997 CHF | 14,694 CHF | 98.63% | 98.63% |
02/05/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90,000 | 25,000 | 94,151 | 25,000 | 52,288 CHF | 14,142 CHF | 99.13% | 99.13% |
30/04/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 100,000 | 25,000 | 97,646 | 25,000 | 53,603 CHF | 13,981 CHF | 100.00% | 100.00% |
29/04/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 53,612 CHF | 27,306 CHF | 100.00% | 100.00% |