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 | 0.71% | 1.40 CHF | 1.41 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 701,898 CHF | 141,380 CHF | 99.07% | 99.07% |
14/05/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 678,802 CHF | 136,760 CHF | 99.27% | 99.27% |
13/05/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 680,750 CHF | 137,150 CHF | 98.47% | 98.47% |
10/05/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 685,940 CHF | 138,188 CHF | 99.27% | 99.27% |
08/05/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 661,615 CHF | 133,323 CHF | 99.27% | 99.27% |
07/05/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 669,076 CHF | 134,815 CHF | 99.27% | 99.27% |
06/05/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 640,726 CHF | 129,145 CHF | 99.27% | 99.27% |
03/05/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 633,925 CHF | 127,785 CHF | 99.17% | 99.17% |
02/05/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 604,381 CHF | 121,876 CHF | 99.27% | 99.27% |
30/04/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 619,333 CHF | 124,867 CHF | 99.27% | 99.27% |