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 | 1.64% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 89,899 | 24,951 | 55,199 CHF | 15,573 CHF | 98.94% | 98.94% |
14/05/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 53,853 CHF | 30,419 CHF | 99.99% | 99.99% |
13/05/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 50,000 | 99,291 | 50,000 | 53,891 CHF | 27,645 CHF | 100.00% | 100.00% |
10/05/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 100,991 | 50,000 | 52,587 CHF | 26,589 CHF | 100.00% | 100.00% |
08/05/2024 | 1.89% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 100,078 | 50,000 | 52,355 CHF | 26,666 CHF | 100.00% | 100.00% |
07/05/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 102,450 | 50,000 | 51,577 CHF | 25,704 CHF | 93.27% | 93.27% |
06/05/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 129,021 | 50,000 | 129,766 | 50,000 | 32,423 CHF | 12,995 CHF | 100.00% | 100.00% |
03/05/2024 | 4.26% | 0.25 CHF | 0.26 CHF | 129,971 | 50,000 | 131,084 | 50,000 | 30,473 CHF | 12,140 CHF | 98.63% | 98.63% |
02/05/2024 | 6.28% | 0.15 CHF | 0.16 CHF | 137,498 | 50,000 | 136,977 | 50,000 | 21,191 CHF | 8,237 CHF | 99.12% | 99.12% |
30/04/2024 | 5.75% | 0.15 CHF | 0.16 CHF | 137,761 | 50,000 | 136,008 | 50,000 | 23,048 CHF | 8,976 CHF | 100.00% | 100.00% |