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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.78% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,696 CHF | 128,696 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,353 CHF | 125,353 CHF | 99.78% | 99.78% |
13/05/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,993 CHF | 120,993 CHF | 100.00% | 100.00% |
10/05/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,206 CHF | 116,206 CHF | 100.00% | 100.00% |
08/05/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,614 CHF | 113,614 CHF | 100.00% | 100.00% |
07/05/2024 | 1.19% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,639 CHF | 84,639 CHF | 99.86% | 99.86% |
06/05/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,443 CHF | 82,443 CHF | 99.83% | 99.83% |
03/05/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,457 CHF | 79,457 CHF | 99.90% | 99.90% |
02/05/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,452 CHF | 75,452 CHF | 100.00% | 100.00% |
30/04/2024 | 1.17% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,847 CHF | 85,847 CHF | 100.00% | 100.00% |