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 | 0.63% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,071 CHF | 158,071 CHF | 100.00% | 100.00% |
13/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 154,677 CHF | 155,677 CHF | 100.00% | 100.00% |
10/05/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 296,969 CHF | 298,969 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 280,452 CHF | 282,452 CHF | 100.00% | 100.00% |
07/05/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,097 CHF | 265,097 CHF | 98.92% | 98.92% |
06/05/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 253,296 CHF | 255,296 CHF | 100.00% | 100.00% |
03/05/2024 | 0.78% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 253,973 CHF | 255,973 CHF | 98.64% | 98.64% |
02/05/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 260,812 CHF | 262,812 CHF | 99.12% | 99.12% |
30/04/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 260,922 CHF | 262,922 CHF | 99.73% | 99.73% |
29/04/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 263,742 CHF | 265,742 CHF | 100.00% | 100.00% |