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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 630,179 CHF | 633,179 CHF | 100.00% | 100.00% |
30/04/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 632,012 CHF | 635,012 CHF | 100.00% | 100.00% |
29/04/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 628,075 CHF | 631,075 CHF | 99.89% | 99.89% |
26/04/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 629,554 CHF | 632,554 CHF | 100.00% | 100.00% |
25/04/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 633,372 CHF | 636,372 CHF | 84.44% | 84.44% |
24/04/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 634,302 CHF | 637,302 CHF | 100.00% | 100.00% |
23/04/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 625,896 CHF | 628,896 CHF | 100.00% | 100.00% |
22/04/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 625,922 CHF | 628,922 CHF | 100.00% | 100.00% |
19/04/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 617,446 CHF | 620,446 CHF | 100.00% | 100.00% |
18/04/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 620,382 CHF | 623,382 CHF | 100.00% | 100.00% |