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 | 1.97% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 100,495 CHF | 102,495 CHF | 100.00% | 100.00% |
10/05/2024 | 1.74% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 114,649 CHF | 116,649 CHF | 100.00% | 100.00% |
08/05/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 81,472 CHF | 83,472 CHF | 99.29% | 99.29% |
07/05/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 83,607 CHF | 85,607 CHF | 100.00% | 100.00% |
06/05/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 81,784 CHF | 83,784 CHF | 100.00% | 100.00% |
03/05/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 72,096 CHF | 74,096 CHF | 98.73% | 98.73% |
02/05/2024 | 2.96% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 66,687 CHF | 68,687 CHF | 100.00% | 100.00% |
30/04/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 75,390 CHF | 77,390 CHF | 100.00% | 100.00% |
29/04/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 199,955 | 199,955 | 90,042 CHF | 92,042 CHF | 99.99% | 99.99% |
26/04/2024 | 1.97% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 100,525 CHF | 102,525 CHF | 99.54% | 99.54% |