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 | 1.61% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,571 CHF | 62,571 CHF | 99.38% | 99.38% |
14/05/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,501 CHF | 55,501 CHF | 99.17% | 99.17% |
13/05/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,522 CHF | 54,522 CHF | 99.39% | 99.39% |
10/05/2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,029 | 100,029 | 51,672 CHF | 52,673 CHF | 99.38% | 99.38% |
08/05/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 114,668 | 114,668 | 56,682 CHF | 57,828 CHF | 99.38% | 99.38% |
07/05/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 107,982 | 107,983 | 54,374 CHF | 55,454 CHF | 99.23% | 99.23% |
06/05/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,300 CHF | 56,300 CHF | 99.23% | 99.23% |
03/05/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,879 CHF | 55,879 CHF | 99.39% | 99.39% |
02/05/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,034 CHF | 55,034 CHF | 99.38% | 99.38% |
30/04/2024 | 1.57% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,449 | 99,449 | 62,869 CHF | 63,863 CHF | 99.43% | 99.43% |