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 | 1.41% | 0.74 CHF | 0.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 141,066 CHF | 143,066 CHF | 100.00% | 100.00% |
08/05/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 124,562 CHF | 126,562 CHF | 100.00% | 100.00% |
07/05/2024 | 1.85% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 107,386 CHF | 109,386 CHF | 98.09% | 98.09% |
06/05/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 97,552 CHF | 99,552 CHF | 100.00% | 100.00% |
03/05/2024 | 2.01% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 98,401 CHF | 100,401 CHF | 98.61% | 98.61% |
02/05/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 105,094 CHF | 107,094 CHF | 99.13% | 99.13% |
30/04/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 105,133 CHF | 107,133 CHF | 100.00% | 100.00% |
29/04/2024 | 1.84% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 108,058 CHF | 110,058 CHF | 100.00% | 100.00% |
26/04/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 111,205 CHF | 113,205 CHF | 99.27% | 99.27% |
25/04/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,816 CHF | 124,816 CHF | 98.90% | 98.90% |