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 | 1.52% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,247 CHF | 16,577 CHF | 89.03% | 89.03% |
10/05/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 53,389 CHF | 16,934 CHF | 100.00% | 100.00% |
08/05/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 52,431 CHF | 16,635 CHF | 100.00% | 100.00% |
07/05/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,712 | 25,000 | 51,349 CHF | 16,159 CHF | 98.92% | 98.92% |
06/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 54,288 CHF | 15,330 CHF | 100.00% | 100.00% |
03/05/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 90,000 | 25,000 | 89,789 | 25,000 | 54,161 CHF | 15,332 CHF | 96.38% | 96.38% |
02/05/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,302 CHF | 14,778 CHF | 99.13% | 99.13% |
30/04/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 51,638 CHF | 14,594 CHF | 100.00% | 100.00% |
29/04/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90,000 | 50,000 | 90,818 | 50,000 | 50,945 CHF | 28,553 CHF | 100.00% | 100.00% |
26/04/2024 | 1.93% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 100,649 | 50,000 | 51,696 CHF | 26,194 CHF | 99.27% | 99.27% |