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 | 0.74% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,188 CHF | 136,188 CHF | 100.00% | 100.00% |
10/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,359 CHF | 141,359 CHF | 100.00% | 100.00% |
08/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,781 CHF | 147,781 CHF | 100.00% | 100.00% |
07/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,711 CHF | 152,711 CHF | 99.76% | 99.76% |
06/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,484 CHF | 151,484 CHF | 99.53% | 99.53% |
03/05/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,566 CHF | 151,566 CHF | 99.72% | 99.72% |
02/05/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,553 CHF | 152,553 CHF | 100.00% | 100.00% |
30/04/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,412 CHF | 150,412 CHF | 100.00% | 100.00% |
29/04/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,336 CHF | 151,336 CHF | 99.84% | 99.84% |
26/04/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,193 CHF | 153,193 CHF | 100.00% | 100.00% |