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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.52% | 2.01 CHF | 2.02 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,669 CHF | 19,771 CHF | 100.00% | 100.00% |
10/05/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 26,396 CHF | 26,546 CHF | 100.00% | 100.00% |
08/05/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 22,886 CHF | 23,036 CHF | 100.00% | 100.00% |
07/05/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 20,317 CHF | 20,467 CHF | 100.00% | 100.00% |
06/05/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 21,008 CHF | 21,158 CHF | 100.00% | 100.00% |
03/05/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 20,996 CHF | 21,146 CHF | 100.00% | 100.00% |
02/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 15,000 | 15,000 | 11,748 | 11,748 | 16,035 CHF | 16,152 CHF | 100.00% | 100.00% |
30/04/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,469 CHF | 14,569 CHF | 100.00% | 100.00% |
29/04/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,122 CHF | 14,222 CHF | 100.00% | 100.00% |
26/04/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 20,289 CHF | 20,439 CHF | 100.00% | 100.00% |