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 | 1.76% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 99,306 | 99,306 | 56,520 CHF | 57,514 CHF | 99.02% | 99.02% |
13/05/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 52,648 CHF | 53,640 CHF | 100.00% | 100.00% |
10/05/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 98,912 | 98,912 | 49,609 CHF | 50,599 CHF | 93.62% | 99.75% |
08/05/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,053 | 99,053 | 50,788 CHF | 51,779 CHF | 100.00% | 100.00% |
07/05/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 53,525 CHF | 54,516 CHF | 100.00% | 100.00% |
06/05/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 98,743 | 98,743 | 53,170 CHF | 54,159 CHF | 96.86% | 98.86% |
03/05/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 98,983 | 98,983 | 53,250 CHF | 54,241 CHF | 98.06% | 98.68% |
02/05/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 54,507 CHF | 55,498 CHF | 100.00% | 100.00% |
30/04/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 56,452 CHF | 57,444 CHF | 99.90% | 99.90% |
29/04/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 52,222 CHF | 53,213 CHF | 100.00% | 100.00% |