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 | 1.91% | 0.31 CHF | 0.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 152,525 CHF | 155,459 CHF | 100.00% | 100.00% |
10/05/2024 | 1.95% | 0.30 CHF | 0.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 151,700 CHF | 154,686 CHF | 100.00% | 100.00% |
08/05/2024 | 1.90% | 0.30 CHF | 0.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 152,000 CHF | 154,922 CHF | 94.87% | 94.87% |
07/05/2024 | 1.96% | 0.30 CHF | 0.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 151,754 CHF | 154,754 CHF | 96.26% | 96.26% |
06/05/2024 | 1.96% | 0.30 CHF | 0.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 151,647 CHF | 154,647 CHF | 97.19% | 97.19% |
03/05/2024 | 1.96% | 0.30 CHF | 0.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 151,655 CHF | 154,655 CHF | 98.24% | 98.24% |
02/05/2024 | 2.05% | 0.31 CHF | 0.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 150,218 CHF | 153,330 CHF | 99.13% | 99.13% |
30/04/2024 | 2.01% | 0.30 CHF | 0.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 147,577 CHF | 150,577 CHF | 100.00% | 100.00% |
29/04/2024 | 2.01% | 0.29 CHF | 0.30 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 148,052 CHF | 151,052 CHF | 100.00% | 100.00% |
26/04/2024 | 1.81% | 0.30 CHF | 0.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 152,588 CHF | 155,374 CHF | 99.60% | 99.60% |