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 | 1.74% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 62,619 CHF | 63,626 CHF | 99.99% | 99.99% |
10/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,695 CHF | 65,695 CHF | 96.41% | 96.41% |
08/05/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,673 CHF | 66,673 CHF | 100.00% | 100.00% |
07/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,494 CHF | 66,494 CHF | 99.94% | 99.94% |
06/05/2024 | 2.34% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 62,109 CHF | 63,148 CHF | 99.99% | 99.99% |
03/05/2024 | 2.98% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 85,879 | 85,879 | 58,602 CHF | 59,671 CHF | 97.44% | 97.44% |
02/05/2024 | 2.09% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 63,134 CHF | 64,161 CHF | 99.47% | 99.47% |
30/04/2024 | 2.05% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 95,415 | 95,415 | 62,422 CHF | 63,445 CHF | 99.20% | 99.20% |
29/04/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,973 CHF | 67,973 CHF | 99.97% | 99.97% |
26/04/2024 | 2.28% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 93,131 | 93,131 | 61,279 CHF | 62,313 CHF | 95.44% | 95.44% |