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 | 0.88% | 1.12 CHF | 1.13 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 281,669 CHF | 113,668 CHF | 98.69% | 98.69% |
10/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 294,636 CHF | 118,854 CHF | 99.17% | 99.17% |
08/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 310,395 CHF | 125,158 CHF | 99.17% | 99.17% |
07/05/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 322,952 CHF | 130,181 CHF | 97.19% | 97.19% |
06/05/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 319,595 CHF | 128,838 CHF | 99.17% | 99.17% |
03/05/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 320,035 CHF | 129,014 CHF | 99.16% | 99.16% |
02/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 322,651 CHF | 130,060 CHF | 99.12% | 99.12% |
30/04/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 316,858 CHF | 127,743 CHF | 99.16% | 99.16% |
29/04/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 319,941 CHF | 128,976 CHF | 99.17% | 99.17% |
26/04/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 324,480 CHF | 130,792 CHF | 99.17% | 99.17% |