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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,028 CHF | 17,134 CHF | 89.03% | 89.03% |
10/05/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 55,015 CHF | 17,442 CHF | 100.00% | 100.00% |
08/05/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,102 CHF | 17,157 CHF | 100.00% | 100.00% |
07/05/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,648 CHF | 16,703 CHF | 96.44% | 96.44% |
06/05/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 86,296 | 25,000 | 53,800 CHF | 15,843 CHF | 100.00% | 100.00% |
03/05/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 87,420 | 25,000 | 54,525 CHF | 15,854 CHF | 98.63% | 98.63% |
02/05/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 54,154 CHF | 15,293 CHF | 99.13% | 99.13% |
30/04/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 53,621 CHF | 15,145 CHF | 100.00% | 100.00% |
29/04/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,387 CHF | 29,604 CHF | 100.00% | 100.00% |
26/04/2024 | 1.85% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 99,286 | 50,000 | 53,066 CHF | 27,237 CHF | 99.26% | 99.26% |