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 | 0.94% | 1.10 CHF | 1.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 212,819 CHF | 214,819 CHF | 100.00% | 100.00% |
08/05/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 196,210 CHF | 198,210 CHF | 100.00% | 100.00% |
07/05/2024 | 1.11% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 178,849 CHF | 180,849 CHF | 98.92% | 98.92% |
06/05/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 169,100 CHF | 171,100 CHF | 100.00% | 100.00% |
03/05/2024 | 1.17% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 169,815 CHF | 171,815 CHF | 98.64% | 98.64% |
02/05/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 176,604 CHF | 178,604 CHF | 98.79% | 98.79% |
30/04/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 176,830 CHF | 178,830 CHF | 100.00% | 100.00% |
29/04/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 179,577 CHF | 181,577 CHF | 100.00% | 100.00% |
26/04/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 182,738 CHF | 184,738 CHF | 99.26% | 99.26% |
25/04/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 193,633 CHF | 195,633 CHF | 98.88% | 98.88% |