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 | 12.21% | 0.20 CHF | 0.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 38,732 CHF | 43,493 CHF | 100.00% | 100.00% |
10/05/2024 | 4.65% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 199,974 | 200,000 | 51,981 CHF | 54,301 CHF | 100.00% | 100.00% |
08/05/2024 | 1.72% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 200,000 | 199,999 | 115,683 CHF | 117,682 CHF | 100.00% | 100.00% |
07/05/2024 | 1.25% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 200,000 | 199,998 | 160,231 CHF | 162,229 CHF | 100.00% | 100.00% |
06/05/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 208,756 CHF | 210,756 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 240,989 CHF | 242,989 CHF | 94.55% | 94.55% |
02/05/2024 | 0.81% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 247,788 CHF | 249,788 CHF | 100.00% | 100.00% |
30/04/2024 | 0.89% | 1.19 CHF | 1.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 223,399 CHF | 225,399 CHF | 100.00% | 100.00% |
29/04/2024 | 0.99% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 202,005 CHF | 204,005 CHF | 100.00% | 100.00% |
26/04/2024 | 0.90% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 222,561 CHF | 224,561 CHF | 99.77% | 99.77% |