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 | 1.23% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,680 CHF | 95,848 CHF | 99.13% | 99.13% |
13/05/2024 | 1.22% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,075 CHF | 94,218 CHF | 99.38% | 99.38% |
10/05/2024 | 1.26% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,190 CHF | 87,283 CHF | 99.42% | 99.42% |
08/05/2024 | 1.38% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,809 CHF | 78,888 CHF | 98.83% | 98.83% |
07/05/2024 | 1.67% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,108 CHF | 72,307 CHF | 96.88% | 96.88% |
06/05/2024 | 1.50% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,928 CHF | 74,027 CHF | 100.00% | 100.00% |
03/05/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,974 CHF | 73,974 CHF | 97.93% | 97.93% |
02/05/2024 | 1.51% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,632 CHF | 72,721 CHF | 99.40% | 99.40% |
30/04/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,582 CHF | 75,603 CHF | 99.37% | 99.37% |
29/04/2024 | 1.49% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,232 CHF | 74,335 CHF | 100.00% | 100.00% |