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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.54% | 2.61 CHF | 2.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 262,830 CHF | 264,247 CHF | 100.00% | 100.00% |
10/05/2024 | 0.52% | 2.66 CHF | 2.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 265,058 CHF | 266,448 CHF | 100.00% | 100.00% |
08/05/2024 | 0.52% | 2.63 CHF | 2.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 260,166 CHF | 261,530 CHF | 100.00% | 100.00% |
07/05/2024 | 0.52% | 2.55 CHF | 2.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 251,629 CHF | 252,931 CHF | 96.97% | 96.97% |
06/05/2024 | 0.52% | 2.43 CHF | 2.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 241,194 CHF | 242,455 CHF | 100.00% | 100.00% |
03/05/2024 | 0.52% | 2.30 CHF | 2.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 232,996 CHF | 234,218 CHF | 97.93% | 97.93% |
02/05/2024 | 0.59% | 2.33 CHF | 2.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 235,919 CHF | 237,318 CHF | 98.87% | 98.87% |
30/04/2024 | 0.54% | 2.40 CHF | 2.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 240,021 CHF | 241,329 CHF | 100.00% | 100.00% |
29/04/2024 | 0.52% | 2.41 CHF | 2.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 239,082 CHF | 240,323 CHF | 100.00% | 100.00% |
26/04/2024 | 0.58% | 2.32 CHF | 2.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 231,836 CHF | 233,184 CHF | 99.21% | 99.21% |