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 | 0.57% | 1.80 CHF | 1.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 353,018 CHF | 355,018 CHF | 100.00% | 100.00% |
08/05/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 292,047 CHF | 294,047 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 199,999 | 200,000 | 247,670 CHF | 249,671 CHF | 100.00% | 100.00% |
06/05/2024 | 1.00% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 198,463 CHF | 200,463 CHF | 100.00% | 100.00% |
03/05/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 166,273 CHF | 168,273 CHF | 94.55% | 94.55% |
02/05/2024 | 1.25% | 0.71 CHF | 0.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 159,590 CHF | 161,590 CHF | 100.00% | 100.00% |
30/04/2024 | 1.08% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 183,822 CHF | 185,822 CHF | 100.00% | 100.00% |
29/04/2024 | 0.97% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 205,177 CHF | 207,177 CHF | 100.00% | 100.00% |
26/04/2024 | 1.08% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 184,901 CHF | 186,901 CHF | 99.78% | 99.78% |
25/04/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 167,950 CHF | 169,950 CHF | 100.00% | 100.00% |