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 | 1.25% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,642 CHF | 20,122 CHF | 100.00% | 100.00% |
13/05/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,395 CHF | 20,034 CHF | 89.03% | 89.03% |
10/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 56,358 CHF | 20,378 CHF | 100.00% | 100.00% |
08/05/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,445 CHF | 20,052 CHF | 100.00% | 100.00% |
07/05/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 54,242 CHF | 19,622 CHF | 96.44% | 96.44% |
06/05/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 51,700 CHF | 18,714 CHF | 100.00% | 100.00% |
03/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 51,771 CHF | 18,740 CHF | 85.31% | 85.31% |
02/05/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 73,316 | 25,000 | 52,606 CHF | 18,198 CHF | 99.13% | 99.13% |
30/04/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80,000 | 25,000 | 77,018 | 25,000 | 54,710 CHF | 18,019 CHF | 100.00% | 100.00% |
29/04/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,868 CHF | 35,417 CHF | 100.00% | 100.00% |