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 | 0.41% | 2.50 CHF | 2.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 727,162 CHF | 243,387 CHF | 99.33% | 99.33% |
14/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 744,782 CHF | 249,261 CHF | 98.94% | 98.94% |
13/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 738,757 CHF | 247,252 CHF | 98.49% | 98.49% |
10/05/2024 | 0.39% | 2.48 CHF | 2.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 760,749 CHF | 254,583 CHF | 99.36% | 99.36% |
08/05/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 758,631 CHF | 253,877 CHF | 99.31% | 99.31% |
07/05/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 733,337 CHF | 245,446 CHF | 99.36% | 99.36% |
06/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 728,381 CHF | 243,794 CHF | 99.36% | 99.36% |
03/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 735,848 CHF | 246,283 CHF | 99.30% | 99.30% |
02/05/2024 | 0.42% | 2.31 CHF | 2.32 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 706,454 CHF | 236,485 CHF | 98.89% | 98.89% |
30/04/2024 | 0.41% | 2.36 CHF | 2.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 721,934 CHF | 241,645 CHF | 99.36% | 99.36% |