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 | 0.87% | 1.15 CHF | 1.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 344,913 CHF | 115,971 CHF | 98.53% | 98.53% |
10/05/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 351,252 CHF | 118,084 CHF | 99.17% | 99.17% |
08/05/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 345,032 CHF | 116,011 CHF | 99.17% | 99.17% |
07/05/2024 | 0.89% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 336,651 CHF | 113,217 CHF | 97.93% | 97.93% |
06/05/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 317,602 CHF | 106,867 CHF | 99.17% | 99.17% |
03/05/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 318,108 CHF | 107,036 CHF | 99.16% | 99.16% |
02/05/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 307,004 CHF | 103,334 CHF | 99.14% | 99.14% |
30/04/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 303,611 CHF | 102,204 CHF | 99.17% | 99.17% |
29/04/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,297 CHF | 99,432 CHF | 99.17% | 99.17% |
26/04/2024 | 1.10% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 271,918 CHF | 91,639 CHF | 99.17% | 99.17% |