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 | 0.78% | 1.66 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 165,669 CHF | 166,972 CHF | 100.00% | 100.00% |
08/05/2024 | 0.88% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,746 CHF | 162,166 CHF | 100.00% | 100.00% |
07/05/2024 | 0.90% | 1.56 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,164 CHF | 153,533 CHF | 97.06% | 97.06% |
06/05/2024 | 0.99% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,779 CHF | 143,194 CHF | 100.00% | 100.00% |
03/05/2024 | 1.03% | 1.30 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 133,613 CHF | 134,998 CHF | 97.90% | 97.90% |
02/05/2024 | 0.94% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,616 CHF | 137,907 CHF | 99.22% | 99.22% |
30/04/2024 | 0.93% | 1.40 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,704 CHF | 142,021 CHF | 100.00% | 100.00% |
29/04/2024 | 0.93% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,770 CHF | 141,082 CHF | 100.00% | 100.00% |
26/04/2024 | 0.96% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,555 CHF | 133,838 CHF | 98.96% | 98.96% |
25/04/2024 | 0.99% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,954 CHF | 141,348 CHF | 99.01% | 99.01% |