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 | 1.37% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 70,000 | 24,951 | 51,381 CHF | 18,567 CHF | 98.94% | 98.94% |
14/05/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 72,886 | 50,000 | 52,317 CHF | 36,419 CHF | 99.99% | 99.99% |
13/05/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,032 CHF | 33,645 CHF | 100.00% | 100.00% |
10/05/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 83,301 | 50,000 | 53,317 CHF | 32,563 CHF | 100.00% | 100.00% |
08/05/2024 | 1.54% | 0.68 CHF | 0.69 CHF | 80,000 | 50,000 | 81,096 | 50,000 | 52,100 CHF | 32,641 CHF | 100.00% | 100.00% |
07/05/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 85,555 | 50,000 | 53,140 CHF | 31,599 CHF | 97.33% | 97.33% |
06/05/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 128,870 | 50,000 | 129,775 | 50,000 | 47,951 CHF | 18,977 CHF | 100.00% | 100.00% |
03/05/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 130,019 | 50,000 | 131,073 | 50,000 | 46,135 CHF | 18,116 CHF | 98.64% | 98.64% |
02/05/2024 | 3.58% | 0.27 CHF | 0.28 CHF | 137,686 | 50,000 | 136,949 | 50,000 | 37,574 CHF | 14,220 CHF | 99.13% | 99.13% |
30/04/2024 | 3.40% | 0.27 CHF | 0.28 CHF | 137,761 | 50,000 | 136,000 | 50,000 | 39,334 CHF | 14,964 CHF | 100.00% | 100.00% |