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 | 0.50% | 1.98 CHF | 1.99 CHF | 275,000 | 275,000 | 273,838 | 273,838 | 544,274 CHF | 547,013 CHF | 100.00% | 100.00% |
13/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 270,000 | 270,000 | 268,885 | 268,885 | 544,583 CHF | 547,272 CHF | 99.83% | 99.83% |
10/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 270,000 | 270,000 | 272,373 | 272,373 | 547,037 CHF | 549,761 CHF | 100.00% | 100.00% |
08/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 280,000 | 280,000 | 280,426 | 280,426 | 531,916 CHF | 534,721 CHF | 98.93% | 98.93% |
07/05/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 285,000 | 285,000 | 286,268 | 286,268 | 522,123 CHF | 524,987 CHF | 91.68% | 91.68% |
06/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 285,000 | 285,000 | 285,201 | 285,201 | 523,236 CHF | 526,088 CHF | 100.00% | 100.00% |
03/05/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 290,000 | 290,000 | 289,419 | 289,419 | 518,609 CHF | 521,503 CHF | 86.35% | 86.35% |
02/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 290,000 | 290,000 | 291,205 | 291,205 | 514,772 CHF | 517,684 CHF | 90.85% | 90.85% |
30/04/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 290,000 | 290,000 | 288,285 | 288,285 | 524,173 CHF | 527,058 CHF | 99.99% | 99.99% |
29/04/2024 | 0.66% | 1.82 CHF | 1.83 CHF | 290,000 | 290,000 | 271,878 | 271,878 | 496,686 CHF | 499,704 CHF | 100.00% | 100.00% |