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 | 0.82% | 1.22 CHF | 1.23 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 12,134 CHF | 12,234 CHF | 100.00% | 100.00% |
10/05/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 11,527 CHF | 11,627 CHF | 100.00% | 100.00% |
08/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 10,611 CHF | 10,711 CHF | 100.00% | 100.00% |
07/05/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 9,650 CHF | 9,750 CHF | 99.84% | 99.84% |
06/05/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 9,185 CHF | 9,285 CHF | 99.78% | 99.78% |
03/05/2024 | 1.08% | 0.88 CHF | 0.89 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 9,224 CHF | 9,324 CHF | 100.00% | 100.00% |
02/05/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 9,562 CHF | 9,662 CHF | 100.00% | 100.00% |
30/04/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 9,552 CHF | 9,652 CHF | 100.00% | 100.00% |
29/04/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 9,576 CHF | 9,676 CHF | 99.73% | 99.73% |
26/04/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 9,764 CHF | 9,864 CHF | 100.00% | 100.00% |