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 | 2.01% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 98,624 CHF | 100,624 CHF | 100.00% | 100.00% |
10/05/2024 | 2.46% | 0.46 CHF | 0.47 CHF | 200,000 | 200,000 | 199,998 | 200,000 | 81,115 CHF | 83,116 CHF | 99.80% | 99.80% |
08/05/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 176,741 CHF | 178,741 CHF | 100.00% | 100.00% |
07/05/2024 | 0.83% | 0.97 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 199,998 | 242,343 CHF | 244,341 CHF | 100.00% | 100.00% |
06/05/2024 | 0.65% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 307,092 CHF | 309,092 CHF | 100.00% | 100.00% |
03/05/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 359,243 CHF | 361,243 CHF | 94.32% | 94.32% |
02/05/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 376,130 CHF | 378,130 CHF | 100.00% | 100.00% |
30/04/2024 | 0.60% | 1.89 CHF | 1.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 334,523 CHF | 336,523 CHF | 100.00% | 100.00% |
29/04/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 291,917 CHF | 293,917 CHF | 100.00% | 100.00% |
26/04/2024 | 0.62% | 1.45 CHF | 1.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 322,678 CHF | 324,678 CHF | 99.22% | 99.22% |