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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 159,269 CHF | 160,269 CHF | 99.51% | 99.51% |
13/05/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 172,582 CHF | 173,582 CHF | 100.00% | 100.00% |
10/05/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 174,185 CHF | 175,185 CHF | 100.00% | 100.00% |
08/05/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,307 CHF | 161,307 CHF | 100.00% | 100.00% |
07/05/2024 | 0.86% | 1.56 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,617 CHF | 151,910 CHF | 97.06% | 97.06% |
06/05/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,114 CHF | 145,114 CHF | 100.00% | 100.00% |
03/05/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,433 CHF | 139,433 CHF | 97.88% | 97.88% |
02/05/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,454 CHF | 137,454 CHF | 99.36% | 99.36% |
30/04/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,017 CHF | 140,017 CHF | 96.15% | 96.15% |
29/04/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,628 CHF | 141,628 CHF | 100.00% | 100.00% |