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 | 0.51% | 1.97 CHF | 1.98 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 986,772 CHF | 198,354 CHF | 99.07% | 99.07% |
14/05/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 963,332 CHF | 193,666 CHF | 99.27% | 99.27% |
13/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 965,502 CHF | 194,100 CHF | 98.47% | 98.47% |
10/05/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 969,914 CHF | 194,983 CHF | 99.27% | 99.27% |
08/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 945,674 CHF | 190,135 CHF | 99.27% | 99.27% |
07/05/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 952,128 CHF | 191,426 CHF | 99.27% | 99.27% |
06/05/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 923,725 CHF | 185,745 CHF | 99.27% | 99.27% |
03/05/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 916,634 CHF | 184,327 CHF | 99.17% | 99.17% |
02/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 888,251 CHF | 178,650 CHF | 99.27% | 99.27% |
30/04/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 903,368 CHF | 181,674 CHF | 99.27% | 99.27% |