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 | 1.41% | 0.72 CHF | 0.73 CHF | 70,000 | 25,000 | 78,385 | 24,951 | 55,596 CHF | 17,953 CHF | 98.94% | 98.94% |
14/05/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 79,997 | 50,000 | 55,637 CHF | 35,274 CHF | 99.99% | 99.99% |
13/05/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 80,405 | 50,000 | 51,437 CHF | 32,492 CHF | 100.00% | 100.00% |
10/05/2024 | 1.60% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 85,615 | 50,000 | 52,924 CHF | 31,472 CHF | 100.00% | 100.00% |
08/05/2024 | 1.60% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 86,572 | 50,000 | 53,632 CHF | 31,507 CHF | 100.00% | 100.00% |
07/05/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 89,314 | 50,000 | 53,495 CHF | 30,472 CHF | 98.26% | 98.26% |
06/05/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 129,404 | 50,000 | 129,833 | 50,000 | 44,939 CHF | 17,808 CHF | 100.00% | 100.00% |
03/05/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 129,787 | 50,000 | 131,084 | 50,000 | 43,208 CHF | 16,998 CHF | 98.63% | 98.63% |
02/05/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 137,530 | 50,000 | 136,951 | 50,000 | 34,392 CHF | 13,058 CHF | 99.12% | 99.12% |
30/04/2024 | 3.69% | 0.25 CHF | 0.26 CHF | 137,578 | 50,000 | 136,004 | 50,000 | 36,207 CHF | 13,813 CHF | 100.00% | 100.00% |