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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 3.21% | 0.88 CHF | 0.95 CHF | 20,000 | 20,000 | 73,242 | 73,242 | 69,107 CHF | 70,240 CHF | 97.97% | 97.97% |
14/05/2024 | 1.10% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 98,953 | 98,953 | 96,685 CHF | 97,690 CHF | 97.88% | 97.88% |
13/05/2024 | 1.12% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 97,069 CHF | 98,077 CHF | 99.99% | 99.99% |
10/05/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,760 CHF | 100,760 CHF | 98.49% | 98.49% |
08/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,819 CHF | 103,819 CHF | 100.00% | 100.00% |
07/05/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,740 CHF | 101,740 CHF | 99.94% | 99.94% |
06/05/2024 | 1.58% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 92,177 CHF | 93,215 CHF | 100.00% | 100.00% |
03/05/2024 | 1.99% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 86,385 | 86,385 | 88,551 CHF | 89,618 CHF | 96.58% | 96.58% |
02/05/2024 | 1.30% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 94,456 | 94,456 | 101,636 CHF | 102,664 CHF | 99.47% | 99.47% |
30/04/2024 | 1.21% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 95,985 | 95,985 | 102,461 CHF | 103,481 CHF | 98.40% | 98.40% |