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 | 0.91% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,930 CHF | 55,430 CHF | 99.37% | 99.37% |
10/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,390 CHF | 53,890 CHF | 96.01% | 96.01% |
08/05/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,180 CHF | 52,680 CHF | 99.38% | 99.38% |
07/05/2024 | 1.02% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,861 CHF | 49,361 CHF | 99.23% | 99.23% |
06/05/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,289 CHF | 58,789 CHF | 99.20% | 99.20% |
03/05/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,492 CHF | 61,992 CHF | 99.38% | 99.38% |
02/05/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,815 CHF | 59,315 CHF | 99.39% | 99.39% |
30/04/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,562 CHF | 55,062 CHF | 99.43% | 99.43% |
29/04/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,827 CHF | 52,327 CHF | 99.29% | 99.29% |
26/04/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,152 CHF | 53,652 CHF | 97.24% | 97.24% |