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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 194,392 CHF | 195,392 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 204,458 CHF | 205,458 CHF | 100.00% | 100.00% |
07/05/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 215,605 CHF | 216,605 CHF | 96.44% | 96.44% |
06/05/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 210,394 CHF | 211,394 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 212,562 CHF | 213,562 CHF | 92.23% | 92.23% |
02/05/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 214,202 CHF | 215,202 CHF | 99.41% | 99.41% |
30/04/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 208,583 CHF | 209,583 CHF | 99.64% | 99.64% |
29/04/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 208,597 CHF | 209,597 CHF | 100.00% | 100.00% |
26/04/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 207,177 CHF | 208,177 CHF | 97.14% | 97.14% |
25/04/2024 | 0.45% | 2.14 CHF | 2.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 219,772 CHF | 220,772 CHF | 99.02% | 99.02% |