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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.58% | 1.80 CHF | 1.81 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 51,348 CHF | 51,648 CHF | 99.53% | 99.53% |
08/05/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 66,138 CHF | 66,488 CHF | 99.55% | 99.55% |
07/05/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 52,448 CHF | 52,748 CHF | 99.49% | 99.49% |
06/05/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 57,361 CHF | 57,661 CHF | 99.49% | 99.49% |
03/05/2024 | 0.48% | 1.95 CHF | 1.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,274 CHF | 52,524 CHF | 98.97% | 98.97% |
02/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,527 CHF | 54,777 CHF | 98.16% | 98.16% |
30/04/2024 | 0.48% | 2.23 CHF | 2.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,977 CHF | 42,177 CHF | 99.05% | 99.11% |
29/04/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 52,871 CHF | 53,071 CHF | 99.53% | 99.53% |
26/04/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 41,907 CHF | 42,057 CHF | 99.51% | 99.51% |
25/04/2024 | 0.34% | 3.09 CHF | 3.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 44,632 CHF | 44,782 CHF | 99.55% | 99.55% |