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 | 3.77% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,123 CHF | 27,123 CHF | 87.50% | 87.50% |
13/05/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,388 CHF | 34,388 CHF | 99.06% | 99.06% |
10/05/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,520 CHF | 37,520 CHF | 98.16% | 98.16% |
08/05/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,465 CHF | 38,465 CHF | 93.48% | 93.48% |
07/05/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,957 CHF | 35,957 CHF | 99.53% | 99.53% |
06/05/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,819 CHF | 37,819 CHF | 99.55% | 99.55% |
03/05/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 40,058 CHF | 41,058 CHF | 99.45% | 99.45% |
02/05/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,232 CHF | 44,232 CHF | 92.34% | 92.34% |
30/04/2024 | 2.53% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,168 CHF | 40,168 CHF | 85.40% | 85.40% |
29/04/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,582 CHF | 32,582 CHF | 99.51% | 99.51% |