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 | 0.82% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,132 CHF | 122,132 CHF | 100.00% | 100.00% |
13/05/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,752 CHF | 119,752 CHF | 100.00% | 100.00% |
10/05/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 225,101 CHF | 227,101 CHF | 100.00% | 100.00% |
08/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 208,629 CHF | 210,629 CHF | 100.00% | 100.00% |
07/05/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 191,428 CHF | 193,428 CHF | 98.09% | 98.09% |
06/05/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 181,616 CHF | 183,616 CHF | 100.00% | 100.00% |
03/05/2024 | 1.09% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 182,308 CHF | 184,308 CHF | 98.59% | 98.59% |
02/05/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 189,094 CHF | 191,094 CHF | 99.13% | 99.13% |
30/04/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 189,087 CHF | 191,087 CHF | 100.00% | 100.00% |
29/04/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 191,995 CHF | 193,995 CHF | 100.00% | 100.00% |