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 | 1.17% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,200 CHF | 86,200 CHF | 100.00% | 100.00% |
13/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,828 CHF | 83,828 CHF | 100.00% | 100.00% |
10/05/2024 | 1.30% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 153,315 CHF | 155,315 CHF | 100.00% | 100.00% |
08/05/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 136,849 CHF | 138,849 CHF | 100.00% | 100.00% |
07/05/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 119,510 CHF | 121,510 CHF | 98.92% | 98.92% |
06/05/2024 | 1.80% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 109,951 CHF | 111,951 CHF | 100.00% | 100.00% |
03/05/2024 | 1.79% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 110,691 CHF | 112,691 CHF | 98.59% | 98.59% |
02/05/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 117,385 CHF | 119,385 CHF | 99.13% | 99.13% |
30/04/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 117,410 CHF | 119,410 CHF | 100.00% | 100.00% |
29/04/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,302 CHF | 122,302 CHF | 100.00% | 100.00% |