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 | 0.43% | 2.35 CHF | 2.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 233,650 CHF | 234,650 CHF | 99.50% | 99.50% |
13/05/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 233,625 CHF | 234,625 CHF | 99.80% | 99.80% |
10/05/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 236,151 CHF | 237,151 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 246,224 CHF | 247,224 CHF | 100.00% | 100.00% |
07/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 257,331 CHF | 258,331 CHF | 97.06% | 97.06% |
06/05/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 252,013 CHF | 253,013 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 254,236 CHF | 255,236 CHF | 97.94% | 97.94% |
02/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 255,925 CHF | 256,925 CHF | 99.41% | 99.41% |
30/04/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 250,285 CHF | 251,285 CHF | 100.00% | 100.00% |
29/04/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 250,348 CHF | 251,348 CHF | 100.00% | 100.00% |