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 | 1.96% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,837 CHF | 51,837 CHF | 98.95% | 98.95% |
14/05/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,486 CHF | 58,736 CHF | 99.45% | 99.51% |
13/05/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,440 CHF | 54,690 CHF | 99.51% | 99.58% |
10/05/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,088 CHF | 54,338 CHF | 99.50% | 99.50% |
08/05/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 50,085 CHF | 51,585 CHF | 99.49% | 99.49% |
07/05/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 48,560 CHF | 50,060 CHF | 99.50% | 99.50% |
06/05/2024 | 3.27% | 0.29 CHF | 0.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 45,081 CHF | 46,581 CHF | 99.47% | 99.51% |
03/05/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 46,792 CHF | 48,292 CHF | 99.49% | 99.49% |
02/05/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 158,784 | 158,784 | 48,891 CHF | 50,479 CHF | 99.53% | 99.53% |
30/04/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 37,070 CHF | 38,320 CHF | 99.57% | 99.57% |