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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,722 CHF | 23,468 CHF | 100.00% | 100.00% |
08/05/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 55,042 CHF | 23,184 CHF | 100.00% | 100.00% |
07/05/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,977 CHF | 22,740 CHF | 96.44% | 96.44% |
06/05/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,890 CHF | 21,871 CHF | 100.00% | 100.00% |
03/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,908 CHF | 21,878 CHF | 98.64% | 98.64% |
02/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 60,906 | 25,000 | 51,312 CHF | 21,317 CHF | 99.13% | 99.13% |
30/04/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 64,963 | 25,000 | 54,289 CHF | 21,157 CHF | 100.00% | 100.00% |
29/04/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 69,999 | 50,000 | 57,587 CHF | 41,634 CHF | 100.00% | 100.00% |
26/04/2024 | 1.28% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,251 CHF | 39,251 CHF | 99.27% | 99.27% |
25/04/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,114 CHF | 38,438 CHF | 98.90% | 98.90% |