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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 3.09% | 1.21 CHF | 1.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,235 CHF | 30,150 CHF | 97.80% | 97.80% |
13/05/2024 | 1.48% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,066 CHF | 54,873 CHF | 99.31% | 99.31% |
10/05/2024 | 1.59% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,175 CHF | 50,979 CHF | 80.90% | 80.90% |
08/05/2024 | 1.52% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,679 CHF | 52,469 CHF | 95.66% | 95.66% |
07/05/2024 | 1.68% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 47,757 | 47,757 | 52,754 CHF | 53,606 CHF | 98.23% | 98.23% |
06/05/2024 | 1.51% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,032 CHF | 55,872 CHF | 97.26% | 97.26% |
03/05/2024 | 1.64% | 1.09 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,020 CHF | 55,930 CHF | 95.82% | 95.82% |
02/05/2024 | 1.61% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,526 CHF | 57,445 CHF | 99.11% | 99.11% |
30/04/2024 | 1.39% | 1.20 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,108 CHF | 59,933 CHF | 99.21% | 99.21% |
29/04/2024 | 1.43% | 1.09 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,658 CHF | 54,432 CHF | 98.61% | 98.61% |