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 | 0.36% | 2.82 CHF | 2.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 825,040 CHF | 276,013 CHF | 99.33% | 99.33% |
14/05/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 842,392 CHF | 281,797 CHF | 98.94% | 98.94% |
13/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 836,322 CHF | 279,774 CHF | 98.49% | 98.49% |
10/05/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 858,058 CHF | 287,019 CHF | 99.36% | 99.36% |
08/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 856,033 CHF | 286,344 CHF | 99.31% | 99.31% |
07/05/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 830,655 CHF | 277,885 CHF | 99.36% | 99.36% |
06/05/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 825,713 CHF | 276,238 CHF | 99.36% | 99.36% |
03/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 833,004 CHF | 278,668 CHF | 99.27% | 99.27% |
02/05/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 803,654 CHF | 268,885 CHF | 98.90% | 98.90% |
30/04/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 819,287 CHF | 274,096 CHF | 99.36% | 99.36% |