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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,908 CHF | 89,908 CHF | 100.00% | 100.00% |
10/05/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 165,578 CHF | 167,578 CHF | 100.00% | 100.00% |
08/05/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 149,140 CHF | 151,140 CHF | 100.00% | 100.00% |
07/05/2024 | 1.51% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 131,686 CHF | 133,686 CHF | 98.92% | 98.92% |
06/05/2024 | 1.62% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,246 CHF | 124,246 CHF | 100.00% | 100.00% |
03/05/2024 | 1.61% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,945 CHF | 124,945 CHF | 98.26% | 98.26% |
02/05/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 129,587 CHF | 131,587 CHF | 99.11% | 99.11% |
30/04/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 129,754 CHF | 131,754 CHF | 100.00% | 100.00% |
29/04/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 132,446 CHF | 134,446 CHF | 100.00% | 100.00% |
26/04/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,684 CHF | 137,684 CHF | 99.17% | 99.17% |