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 | 0.63% | 2.24 CHF | 2.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 226,622 CHF | 228,050 CHF | 100.00% | 100.00% |
10/05/2024 | 0.56% | 2.30 CHF | 2.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 228,871 CHF | 230,152 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 2.27 CHF | 2.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 223,993 CHF | 225,332 CHF | 100.00% | 100.00% |
07/05/2024 | 0.63% | 2.19 CHF | 2.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 215,380 CHF | 216,740 CHF | 97.06% | 97.06% |
06/05/2024 | 0.63% | 2.07 CHF | 2.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 204,991 CHF | 206,286 CHF | 100.00% | 100.00% |
03/05/2024 | 0.65% | 1.93 CHF | 1.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 196,815 CHF | 198,091 CHF | 96.52% | 96.52% |
02/05/2024 | 0.69% | 1.97 CHF | 1.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 199,673 CHF | 201,058 CHF | 99.31% | 99.31% |
30/04/2024 | 0.66% | 2.03 CHF | 2.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 203,790 CHF | 205,140 CHF | 100.00% | 100.00% |
29/04/2024 | 0.61% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 202,899 CHF | 204,145 CHF | 100.00% | 100.00% |
26/04/2024 | 0.68% | 1.96 CHF | 1.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 195,625 CHF | 196,959 CHF | 98.76% | 98.76% |