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 | 1.54% | 0.66 CHF | 0.67 CHF | 80,000 | 25,000 | 80,000 | 24,951 | 52,384 CHF | 16,591 CHF | 98.94% | 98.94% |
14/05/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 81,071 | 50,000 | 51,755 CHF | 32,436 CHF | 99.99% | 99.99% |
13/05/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,493 CHF | 29,663 CHF | 100.00% | 100.00% |
10/05/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 94,657 | 50,000 | 53,133 CHF | 28,630 CHF | 100.00% | 100.00% |
08/05/2024 | 1.76% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 92,504 | 50,000 | 52,096 CHF | 28,685 CHF | 100.00% | 100.00% |
07/05/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 97,650 | 50,000 | 52,938 CHF | 27,640 CHF | 97.31% | 97.31% |
06/05/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 129,021 | 50,000 | 129,766 | 50,000 | 37,613 CHF | 14,995 CHF | 100.00% | 100.00% |
03/05/2024 | 3.62% | 0.29 CHF | 0.30 CHF | 130,016 | 50,000 | 131,042 | 50,000 | 35,790 CHF | 14,173 CHF | 98.63% | 98.63% |
02/05/2024 | 5.01% | 0.19 CHF | 0.20 CHF | 137,770 | 50,000 | 137,030 | 50,000 | 26,713 CHF | 10,249 CHF | 99.12% | 99.12% |
30/04/2024 | 4.66% | 0.19 CHF | 0.20 CHF | 137,795 | 50,000 | 136,021 | 50,000 | 28,564 CHF | 11,003 CHF | 100.00% | 100.00% |