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 | 1.56% | 0.76 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,397 CHF | 77,597 CHF | 99.13% | 99.13% |
13/05/2024 | 1.57% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,816 CHF | 75,997 CHF | 99.38% | 99.38% |
10/05/2024 | 1.60% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,965 CHF | 69,059 CHF | 99.42% | 99.42% |
08/05/2024 | 1.80% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,577 CHF | 60,660 CHF | 98.83% | 98.83% |
07/05/2024 | 2.00% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,977 CHF | 54,049 CHF | 97.06% | 97.06% |
06/05/2024 | 1.93% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,754 CHF | 55,823 CHF | 100.00% | 100.00% |
03/05/2024 | 1.94% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,726 CHF | 55,800 CHF | 97.93% | 97.93% |
02/05/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,396 CHF | 54,436 CHF | 99.40% | 99.40% |
30/04/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,499 CHF | 57,536 CHF | 99.37% | 99.37% |
29/04/2024 | 1.99% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,008 CHF | 56,117 CHF | 100.00% | 100.00% |