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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.85% | 1.45 CHF | 1.46 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 27,690 CHF | 27,926 CHF | 99.48% | 99.48% |
07/05/2024 | 0.63% | 1.88 CHF | 1.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,390 CHF | 44,669 CHF | 99.47% | 99.53% |
06/05/2024 | 0.60% | 1.77 CHF | 1.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,871 CHF | 45,138 CHF | 99.47% | 99.47% |
03/05/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,161 CHF | 42,417 CHF | 99.53% | 99.53% |
02/05/2024 | 0.64% | 1.66 CHF | 1.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,799 CHF | 42,068 CHF | 99.48% | 99.48% |
30/04/2024 | 0.80% | 1.71 CHF | 1.72 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 29,426 CHF | 29,661 CHF | 99.50% | 99.50% |
29/04/2024 | 0.59% | 2.58 CHF | 2.59 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 39,026 CHF | 39,257 CHF | 99.50% | 99.50% |
26/04/2024 | 0.59% | 2.49 CHF | 2.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 48,164 CHF | 48,450 CHF | 99.52% | 99.52% |
25/04/2024 | 0.64% | 2.22 CHF | 2.24 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 35,890 CHF | 36,119 CHF | 99.50% | 99.50% |
24/04/2024 | 0.60% | 2.48 CHF | 2.49 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 37,385 CHF | 37,608 CHF | 99.54% | 99.54% |