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 | 1.54% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,265 CHF | 32,765 CHF | 99.37% | 99.37% |
10/05/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,807 CHF | 34,307 CHF | 99.39% | 99.39% |
08/05/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,002 CHF | 35,502 CHF | 99.38% | 99.38% |
07/05/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,358 CHF | 38,858 CHF | 99.23% | 99.23% |
06/05/2024 | 1.72% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,824 CHF | 29,324 CHF | 99.21% | 99.21% |
03/05/2024 | 1.93% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,648 CHF | 26,148 CHF | 99.38% | 99.38% |
02/05/2024 | 1.75% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,487 CHF | 28,987 CHF | 99.39% | 99.39% |
30/04/2024 | 1.51% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,950 CHF | 33,450 CHF | 99.43% | 99.43% |
29/04/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,574 CHF | 36,074 CHF | 99.30% | 99.30% |
26/04/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,419 CHF | 34,919 CHF | 97.24% | 97.24% |