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 | 0.76% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,974 CHF | 131,974 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 249,578 CHF | 251,578 CHF | 100.00% | 100.00% |
08/05/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 233,140 CHF | 235,140 CHF | 100.00% | 100.00% |
07/05/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 215,756 CHF | 217,756 CHF | 98.92% | 98.92% |
06/05/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 206,246 CHF | 208,246 CHF | 100.00% | 100.00% |
03/05/2024 | 0.96% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 206,923 CHF | 208,923 CHF | 97.86% | 97.86% |
02/05/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 213,587 CHF | 215,587 CHF | 99.11% | 99.11% |
30/04/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 213,625 CHF | 215,625 CHF | 100.00% | 100.00% |
29/04/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 216,413 CHF | 218,413 CHF | 100.00% | 100.00% |
26/04/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 219,579 CHF | 221,579 CHF | 99.27% | 99.27% |