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 | 0.80% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 98,506 | 98,506 | 136,440 CHF | 137,447 CHF | 99.99% | 99.99% |
10/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,663 CHF | 140,663 CHF | 97.32% | 97.32% |
08/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,664 CHF | 141,664 CHF | 100.00% | 100.00% |
07/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,497 CHF | 141,497 CHF | 99.94% | 99.94% |
06/05/2024 | 1.11% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 92,150 | 92,150 | 131,238 CHF | 132,276 CHF | 99.99% | 99.99% |
03/05/2024 | 1.41% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 86,075 | 86,075 | 123,336 CHF | 124,404 CHF | 97.15% | 97.15% |
02/05/2024 | 0.99% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 94,455 | 94,455 | 134,022 CHF | 135,049 CHF | 99.47% | 99.47% |
30/04/2024 | 0.95% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 95,415 | 95,415 | 134,042 CHF | 135,065 CHF | 99.20% | 99.20% |
29/04/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,101 CHF | 143,101 CHF | 99.95% | 99.95% |
26/04/2024 | 1.07% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 93,129 | 93,129 | 131,291 CHF | 132,326 CHF | 95.40% | 95.40% |