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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 3.03% | 0.92 CHF | 0.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 180,186 CHF | 185,811 CHF | 98.04% | 98.04% |
14/05/2024 | 1.24% | 0.88 CHF | 0.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 170,479 CHF | 172,612 CHF | 97.88% | 97.88% |
13/05/2024 | 1.30% | 0.85 CHF | 0.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 168,076 CHF | 170,273 CHF | 99.99% | 99.99% |
10/05/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 166,220 CHF | 168,220 CHF | 96.32% | 96.32% |
08/05/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 158,911 CHF | 160,911 CHF | 99.99% | 99.99% |
07/05/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 170,139 CHF | 172,139 CHF | 99.92% | 99.92% |
06/05/2024 | 1.70% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 175,583 CHF | 178,599 CHF | 100.00% | 100.00% |
03/05/2024 | 2.19% | 0.86 CHF | 0.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 172,614 CHF | 176,458 CHF | 96.36% | 96.36% |
02/05/2024 | 1.67% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 165,435 CHF | 168,205 CHF | 99.48% | 99.48% |
30/04/2024 | 1.48% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 170,511 CHF | 173,047 CHF | 98.31% | 98.31% |