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 | 1.05% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,974 CHF | 95,974 CHF | 100.00% | 100.00% |
10/05/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 177,616 CHF | 179,616 CHF | 100.00% | 100.00% |
08/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 161,203 CHF | 163,203 CHF | 100.00% | 100.00% |
07/05/2024 | 1.38% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 143,803 CHF | 145,803 CHF | 98.92% | 98.92% |
06/05/2024 | 1.48% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 134,307 CHF | 136,307 CHF | 100.00% | 100.00% |
03/05/2024 | 1.47% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,138 CHF | 137,138 CHF | 95.29% | 95.29% |
02/05/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 141,725 CHF | 143,725 CHF | 99.12% | 99.12% |
30/04/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 141,820 CHF | 143,820 CHF | 100.00% | 100.00% |
29/04/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 144,488 CHF | 146,488 CHF | 100.00% | 100.00% |
26/04/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 147,740 CHF | 149,740 CHF | 98.77% | 98.77% |