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 | 0.60% | 1.74 CHF | 1.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 331,994 CHF | 333,994 CHF | 91.35% | 91.35% |
13/05/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 331,713 CHF | 333,713 CHF | 100.00% | 100.00% |
10/05/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 315,018 CHF | 317,018 CHF | 100.00% | 100.00% |
08/05/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 254,047 CHF | 256,047 CHF | 100.00% | 100.00% |
07/05/2024 | 0.95% | 1.17 CHF | 1.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 209,330 CHF | 211,330 CHF | 100.00% | 100.00% |
06/05/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 160,461 CHF | 162,461 CHF | 100.00% | 100.00% |
03/05/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 129,022 CHF | 131,022 CHF | 94.55% | 94.55% |
02/05/2024 | 1.63% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,531 CHF | 124,531 CHF | 100.00% | 100.00% |
30/04/2024 | 1.36% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 146,424 CHF | 148,424 CHF | 100.00% | 100.00% |
29/04/2024 | 1.19% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 167,581 CHF | 169,581 CHF | 100.00% | 100.00% |