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 | 1.14% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 24,951 | 52,752 CHF | 22,188 CHF | 98.94% | 98.94% |
14/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,918 CHF | 43,765 CHF | 99.99% | 99.99% |
13/05/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 69,861 | 50,000 | 56,557 CHF | 40,981 CHF | 100.00% | 100.00% |
10/05/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 69,725 | 50,000 | 55,026 CHF | 39,972 CHF | 100.00% | 100.00% |
08/05/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,261 CHF | 39,972 CHF | 100.00% | 100.00% |
07/05/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,113 | 50,000 | 53,915 CHF | 38,954 CHF | 98.26% | 98.26% |
06/05/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 51,600 CHF | 26,300 CHF | 100.00% | 100.00% |
03/05/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 104,057 | 50,000 | 51,846 CHF | 25,484 CHF | 98.63% | 98.63% |
02/05/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 122,430 | 50,000 | 51,407 CHF | 21,504 CHF | 99.12% | 99.12% |
30/04/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 120,000 | 50,000 | 119,971 | 50,000 | 52,250 CHF | 22,276 CHF | 100.00% | 100.00% |