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 | 0.91% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,976 CHF | 109,976 CHF | 100.00% | 100.00% |
13/05/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,550 CHF | 107,550 CHF | 100.00% | 100.00% |
10/05/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 200,880 CHF | 202,880 CHF | 100.00% | 100.00% |
08/05/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 184,290 CHF | 186,290 CHF | 100.00% | 100.00% |
07/05/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 166,912 CHF | 168,912 CHF | 98.92% | 98.92% |
06/05/2024 | 1.26% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 157,157 CHF | 159,157 CHF | 100.00% | 100.00% |
03/05/2024 | 1.26% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 157,939 CHF | 159,939 CHF | 96.24% | 96.24% |
02/05/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 164,774 CHF | 166,774 CHF | 97.69% | 97.69% |
30/04/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 164,922 CHF | 166,922 CHF | 99.73% | 99.73% |
29/04/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 167,650 CHF | 169,650 CHF | 100.00% | 100.00% |