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 | 0.81% | 1.24 CHF | 1.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 309,142 CHF | 124,657 CHF | 99.16% | 99.16% |
13/05/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 312,130 CHF | 125,852 CHF | 98.69% | 98.69% |
10/05/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 325,155 CHF | 131,062 CHF | 99.17% | 99.17% |
08/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 340,938 CHF | 137,375 CHF | 99.17% | 99.17% |
07/05/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 353,543 CHF | 142,417 CHF | 97.19% | 97.19% |
06/05/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 350,202 CHF | 141,081 CHF | 99.17% | 99.17% |
03/05/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 350,453 CHF | 141,181 CHF | 99.16% | 99.16% |
02/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 353,120 CHF | 142,248 CHF | 99.12% | 99.12% |
30/04/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 348,230 CHF | 140,292 CHF | 99.17% | 99.17% |
29/04/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 250,000 | 100,000 | 250,000 | 100,000 | 350,136 CHF | 141,055 CHF | 99.17% | 99.17% |