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 | 1.26% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,639 CHF | 20,123 CHF | 97.97% | 97.97% |
14/05/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,510 CHF | 39,436 CHF | 99.99% | 99.99% |
13/05/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,729 | 50,000 | 51,145 CHF | 36,663 CHF | 100.00% | 100.00% |
10/05/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 77,047 | 50,000 | 53,975 CHF | 35,589 CHF | 100.00% | 100.00% |
08/05/2024 | 1.41% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 78,079 | 50,000 | 54,874 CHF | 35,666 CHF | 100.00% | 100.00% |
07/05/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 79,865 | 50,000 | 54,514 CHF | 34,639 CHF | 97.33% | 97.33% |
06/05/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 121,228 | 50,000 | 52,092 CHF | 21,995 CHF | 100.00% | 100.00% |
03/05/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 124,749 | 50,000 | 51,663 CHF | 21,259 CHF | 88.81% | 88.81% |
02/05/2024 | 2.95% | 0.33 CHF | 0.34 CHF | 137,498 | 50,000 | 136,977 | 50,000 | 45,847 CHF | 17,237 CHF | 99.13% | 99.13% |
30/04/2024 | 2.82% | 0.33 CHF | 0.34 CHF | 137,761 | 50,000 | 136,008 | 50,000 | 47,529 CHF | 17,976 CHF | 100.00% | 100.00% |