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 | 1.14% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 175,212 CHF | 177,212 CHF | 99.49% | 99.49% |
14/05/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 185,050 CHF | 187,050 CHF | 98.26% | 98.26% |
13/05/2024 | 0.96% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 208,487 CHF | 210,487 CHF | 99.53% | 99.53% |
10/05/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 205,170 CHF | 207,170 CHF | 98.25% | 98.25% |
08/05/2024 | 0.90% | 1.15 CHF | 1.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 220,622 CHF | 222,622 CHF | 97.52% | 97.52% |
07/05/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 210,005 CHF | 212,005 CHF | 97.83% | 97.83% |
06/05/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 219,687 CHF | 221,687 CHF | 99.19% | 99.19% |
03/05/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 238,546 CHF | 240,546 CHF | 99.39% | 99.39% |
02/05/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 246,432 CHF | 248,432 CHF | 99.49% | 99.49% |
30/04/2024 | 0.82% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,413 CHF | 244,413 CHF | 85.35% | 85.35% |