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 | 1.33% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 24,951 | 53,087 CHF | 19,175 CHF | 98.94% | 98.94% |
14/05/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,072 CHF | 37,694 CHF | 99.99% | 99.99% |
13/05/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 79,923 | 50,000 | 54,978 CHF | 34,896 CHF | 100.00% | 100.00% |
10/05/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 79,849 | 50,000 | 53,345 CHF | 33,918 CHF | 100.00% | 100.00% |
08/05/2024 | 1.49% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,419 CHF | 33,887 CHF | 100.00% | 100.00% |
07/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 81,135 | 50,000 | 52,498 CHF | 32,878 CHF | 96.53% | 96.53% |
06/05/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 129,236 | 50,000 | 129,763 | 50,000 | 51,051 CHF | 20,172 CHF | 93.98% | 93.98% |
03/05/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 129,663 | 50,000 | 131,010 | 50,000 | 49,371 CHF | 19,361 CHF | 91.68% | 91.68% |
02/05/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 137,426 | 50,000 | 136,961 | 50,000 | 40,915 CHF | 15,438 CHF | 99.12% | 99.12% |
30/04/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 137,382 | 50,000 | 136,131 | 50,000 | 42,695 CHF | 16,184 CHF | 100.00% | 100.00% |