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 | 0.53% | 1.88 CHF | 1.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 189,105 CHF | 190,105 CHF | 98.91% | 98.91% |
10/05/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 178,901 CHF | 179,901 CHF | 98.83% | 98.83% |
08/05/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 175,335 CHF | 176,335 CHF | 93.86% | 93.86% |
07/05/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 99,755 | 99,755 | 188,234 CHF | 189,234 CHF | 91.55% | 91.55% |
06/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 158,234 CHF | 159,334 CHF | 99.62% | 99.62% |
03/05/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 110,000 | 110,000 | 110,050 | 110,050 | 152,204 CHF | 153,305 CHF | 99.61% | 99.61% |
02/05/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 120,000 | 120,000 | 118,722 | 118,722 | 161,286 CHF | 162,473 CHF | 100.00% | 100.00% |
30/04/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 153,061 CHF | 154,161 CHF | 99.96% | 99.96% |
29/04/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 110,000 | 110,000 | 109,995 | 109,995 | 156,828 CHF | 157,928 CHF | 98.78% | 98.78% |
26/04/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 110,000 | 110,000 | 109,981 | 109,981 | 153,968 CHF | 155,067 CHF | 97.60% | 97.60% |