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 | 1.18% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 61,500 | 50,000 | 51,869 CHF | 42,694 CHF | 99.99% | 99.99% |
13/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,155 CHF | 39,896 CHF | 100.00% | 100.00% |
10/05/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 69,837 | 50,000 | 53,649 CHF | 38,918 CHF | 100.00% | 100.00% |
08/05/2024 | 1.29% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 53,741 CHF | 38,887 CHF | 100.00% | 100.00% |
07/05/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,583 | 50,000 | 52,738 CHF | 37,878 CHF | 96.53% | 96.53% |
06/05/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 106,002 | 50,000 | 52,350 CHF | 25,212 CHF | 100.00% | 100.00% |
03/05/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 108,592 | 50,000 | 51,768 CHF | 24,408 CHF | 98.64% | 98.64% |
02/05/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 129,710 | 50,000 | 51,718 CHF | 20,438 CHF | 99.13% | 99.13% |
30/04/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 125,440 | 50,000 | 51,854 CHF | 21,184 CHF | 100.00% | 100.00% |
29/04/2024 | 2.51% | 0.41 CHF | 0.42 CHF | 130,000 | 50,000 | 131,546 | 50,000 | 51,800 CHF | 20,204 CHF | 97.11% | 97.11% |