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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 70,000 | 25,000 | 70,000 | 24,951 | 57,206 CHF | 20,643 CHF | 98.94% | 98.94% |
14/05/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,105 CHF | 40,575 CHF | 100.00% | 100.00% |
13/05/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,211 CHF | 37,793 CHF | 100.00% | 100.00% |
10/05/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 74,650 | 50,000 | 54,040 CHF | 36,770 CHF | 100.00% | 100.00% |
08/05/2024 | 1.37% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 71,718 | 50,000 | 52,061 CHF | 36,821 CHF | 100.00% | 100.00% |
07/05/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 76,963 | 50,000 | 54,299 CHF | 35,816 CHF | 95.61% | 95.61% |
06/05/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 116,440 | 50,000 | 52,656 CHF | 23,128 CHF | 100.00% | 100.00% |
03/05/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 119,145 | 50,000 | 51,778 CHF | 22,300 CHF | 97.91% | 97.91% |
02/05/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 137,383 | 50,000 | 137,009 | 50,000 | 48,936 CHF | 18,361 CHF | 99.12% | 99.12% |
30/04/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 136,729 | 50,000 | 135,952 | 50,000 | 50,570 CHF | 19,102 CHF | 95.23% | 95.23% |