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 | 1.34% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,855 CHF | 85,997 CHF | 99.37% | 99.37% |
10/05/2024 | 1.46% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,965 CHF | 79,111 CHF | 99.42% | 99.42% |
08/05/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,660 CHF | 70,660 CHF | 98.83% | 98.83% |
07/05/2024 | 1.69% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,977 CHF | 64,049 CHF | 97.06% | 97.06% |
06/05/2024 | 1.64% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,754 CHF | 65,823 CHF | 100.00% | 100.00% |
03/05/2024 | 1.65% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,728 CHF | 65,802 CHF | 97.91% | 97.91% |
02/05/2024 | 1.78% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,396 CHF | 64,535 CHF | 99.40% | 99.40% |
30/04/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,499 CHF | 67,536 CHF | 99.38% | 99.38% |
29/04/2024 | 1.69% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,008 CHF | 66,117 CHF | 100.00% | 100.00% |
26/04/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,728 CHF | 63,728 CHF | 98.59% | 98.59% |