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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,870 CHF | 59,870 CHF | 100.00% | 100.00% |
13/05/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,642 CHF | 58,642 CHF | 100.00% | 100.00% |
10/05/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,641 CHF | 53,641 CHF | 100.00% | 100.00% |
08/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,292 CHF | 47,292 CHF | 100.00% | 100.00% |
07/05/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,389 CHF | 42,389 CHF | 99.76% | 99.76% |
06/05/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,637 CHF | 43,637 CHF | 99.53% | 99.53% |
03/05/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,736 CHF | 43,736 CHF | 99.72% | 99.72% |
02/05/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,700 CHF | 42,700 CHF | 100.00% | 100.00% |
30/04/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,710 CHF | 44,710 CHF | 100.00% | 100.00% |
29/04/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,956 CHF | 43,956 CHF | 99.84% | 99.84% |