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 | 1.01% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,867 CHF | 199,867 CHF | 92.22% | 92.22% |
13/05/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 198,055 CHF | 200,055 CHF | 100.00% | 100.00% |
10/05/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 214,586 CHF | 216,586 CHF | 100.00% | 100.00% |
08/05/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 275,056 CHF | 277,056 CHF | 100.00% | 100.00% |
07/05/2024 | 0.63% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 319,107 CHF | 321,107 CHF | 100.00% | 100.00% |
06/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 367,794 CHF | 369,794 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 400,194 CHF | 402,194 CHF | 94.55% | 94.55% |
02/05/2024 | 0.49% | 2.12 CHF | 2.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 407,014 CHF | 409,014 CHF | 100.00% | 100.00% |
30/04/2024 | 0.52% | 1.99 CHF | 2.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 382,650 CHF | 384,650 CHF | 100.00% | 100.00% |
29/04/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 361,473 CHF | 363,473 CHF | 100.00% | 100.00% |