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 | 0.82% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,376 CHF | 122,376 CHF | 99.50% | 99.50% |
13/05/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,428 CHF | 122,428 CHF | 99.81% | 99.81% |
10/05/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,868 CHF | 124,868 CHF | 100.00% | 100.00% |
08/05/2024 | 0.74% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 133,981 CHF | 134,981 CHF | 100.00% | 100.00% |
07/05/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,072 CHF | 146,072 CHF | 96.64% | 96.64% |
06/05/2024 | 0.71% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,836 CHF | 140,836 CHF | 100.00% | 100.00% |
03/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,929 CHF | 142,929 CHF | 97.93% | 97.93% |
02/05/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,670 CHF | 144,670 CHF | 99.41% | 99.41% |
30/04/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,047 CHF | 139,047 CHF | 100.00% | 100.00% |
29/04/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,054 CHF | 139,054 CHF | 100.00% | 100.00% |