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 | 0.43% | 2.92 CHF | 2.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 290,972 CHF | 292,240 CHF | 100.00% | 100.00% |
08/05/2024 | 0.46% | 2.89 CHF | 2.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 286,071 CHF | 287,394 CHF | 100.00% | 100.00% |
07/05/2024 | 0.51% | 2.81 CHF | 2.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 277,380 CHF | 278,803 CHF | 97.06% | 97.06% |
06/05/2024 | 0.47% | 2.69 CHF | 2.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 267,105 CHF | 268,370 CHF | 100.00% | 100.00% |
03/05/2024 | 0.53% | 2.55 CHF | 2.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 258,771 CHF | 260,145 CHF | 97.92% | 97.92% |
02/05/2024 | 0.55% | 2.59 CHF | 2.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 261,676 CHF | 263,130 CHF | 98.90% | 98.90% |
30/04/2024 | 0.53% | 2.65 CHF | 2.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 265,791 CHF | 267,207 CHF | 100.00% | 100.00% |
29/04/2024 | 0.47% | 2.67 CHF | 2.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 264,899 CHF | 266,145 CHF | 100.00% | 100.00% |
26/04/2024 | 0.52% | 2.58 CHF | 2.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 257,626 CHF | 258,959 CHF | 98.77% | 98.77% |
25/04/2024 | 0.48% | 2.62 CHF | 2.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 265,104 CHF | 266,370 CHF | 98.55% | 98.55% |