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 | 1.34% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,595 CHF | 75,595 CHF | 98.93% | 98.93% |
14/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 72,072 CHF | 72,972 CHF | 99.51% | 99.51% |
13/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 75,766 CHF | 76,666 CHF | 99.56% | 99.56% |
10/05/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 67,685 CHF | 68,485 CHF | 99.51% | 99.51% |
08/05/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 70,806 CHF | 71,506 CHF | 99.49% | 99.49% |
07/05/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 62,229 CHF | 62,829 CHF | 99.48% | 99.48% |
06/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 65,465 CHF | 66,065 CHF | 99.46% | 99.51% |
03/05/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 77,053 CHF | 77,753 CHF | 99.51% | 99.51% |
02/05/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 60,000 | 60,000 | 53,514 | 53,514 | 59,662 CHF | 60,197 CHF | 99.51% | 99.51% |
30/04/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,943 CHF | 58,443 CHF | 99.58% | 99.58% |