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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 1.47% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,181 CHF | 137,181 CHF | 100.00% | 100.00% |
08/05/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 152,132 CHF | 154,132 CHF | 100.00% | 100.00% |
07/05/2024 | 1.17% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 169,472 CHF | 171,472 CHF | 98.92% | 98.92% |
06/05/2024 | 1.11% | 0.93 CHF | 0.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 179,294 CHF | 181,294 CHF | 100.00% | 100.00% |
03/05/2024 | 1.11% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 179,232 CHF | 181,232 CHF | 98.63% | 98.63% |
02/05/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 172,847 CHF | 174,847 CHF | 99.12% | 99.12% |
30/04/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 173,078 CHF | 175,078 CHF | 99.73% | 99.73% |
29/04/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 170,660 CHF | 172,660 CHF | 100.00% | 100.00% |
26/04/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 167,199 CHF | 169,199 CHF | 99.27% | 99.27% |
25/04/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 155,061 CHF | 157,061 CHF | 98.91% | 98.91% |