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 | 1.21% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 82,349 CHF | 83,341 CHF | 100.00% | 100.00% |
10/05/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 99,002 | 99,002 | 82,128 CHF | 83,119 CHF | 93.97% | 93.97% |
08/05/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 80,560 CHF | 81,551 CHF | 100.00% | 100.00% |
07/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 79,233 CHF | 80,225 CHF | 99.84% | 99.84% |
06/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 99,053 | 99,053 | 79,933 CHF | 80,924 CHF | 99.11% | 99.11% |
03/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 98,992 | 98,992 | 79,361 CHF | 80,352 CHF | 98.89% | 98.89% |
02/05/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 79,250 CHF | 80,242 CHF | 100.00% | 100.00% |
30/04/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 99,056 | 99,056 | 80,236 CHF | 81,227 CHF | 99.51% | 99.51% |
29/04/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 99,048 | 99,048 | 80,172 CHF | 81,164 CHF | 98.58% | 98.58% |
26/04/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 99,007 | 99,007 | 80,260 CHF | 81,251 CHF | 100.00% | 100.00% |