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 | 1.08% | 0.91 CHF | 0.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,987 CHF | 23,237 CHF | 100.00% | 100.00% |
10/05/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,586 CHF | 24,836 CHF | 100.00% | 100.00% |
08/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,702 CHF | 26,952 CHF | 100.00% | 100.00% |
07/05/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,885 CHF | 29,135 CHF | 99.84% | 99.84% |
06/05/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,127 CHF | 30,377 CHF | 99.78% | 99.78% |
03/05/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,102 CHF | 30,352 CHF | 100.00% | 100.00% |
02/05/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,278 CHF | 29,528 CHF | 100.00% | 100.00% |
30/04/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,324 CHF | 29,574 CHF | 100.00% | 100.00% |
29/04/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,991 CHF | 29,241 CHF | 99.73% | 99.73% |
26/04/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,554 CHF | 28,804 CHF | 100.00% | 100.00% |