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 | 1.67% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 119,188 CHF | 121,188 CHF | 92.22% | 92.22% |
13/05/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 119,375 CHF | 121,375 CHF | 100.00% | 100.00% |
10/05/2024 | 1.47% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,565 CHF | 137,565 CHF | 100.00% | 100.00% |
08/05/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 195,644 CHF | 197,644 CHF | 100.00% | 100.00% |
07/05/2024 | 0.83% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 239,707 CHF | 241,707 CHF | 100.00% | 100.00% |
06/05/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 288,175 CHF | 290,175 CHF | 100.00% | 100.00% |
03/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 320,568 CHF | 322,568 CHF | 94.55% | 94.55% |
02/05/2024 | 0.61% | 1.73 CHF | 1.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 327,379 CHF | 329,379 CHF | 100.00% | 100.00% |
30/04/2024 | 0.66% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 303,038 CHF | 305,038 CHF | 100.00% | 100.00% |
29/04/2024 | 0.71% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 281,857 CHF | 283,857 CHF | 100.00% | 100.00% |