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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 213,126 CHF | 214,126 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 199,307 CHF | 200,307 CHF | 100.00% | 100.00% |
07/05/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 189,617 CHF | 190,617 CHF | 97.06% | 97.06% |
06/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 183,114 CHF | 184,114 CHF | 100.00% | 100.00% |
03/05/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 177,364 CHF | 178,364 CHF | 97.86% | 97.86% |
02/05/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 175,321 CHF | 176,321 CHF | 99.41% | 99.41% |
30/04/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 177,931 CHF | 178,931 CHF | 100.00% | 100.00% |
29/04/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 179,569 CHF | 180,569 CHF | 100.00% | 100.00% |
26/04/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 174,242 CHF | 175,242 CHF | 99.20% | 99.20% |
25/04/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 177,712 CHF | 178,712 CHF | 98.03% | 98.03% |