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 | 0.62% | 1.63 CHF | 1.64 CHF | 500,000 | 500,000 | 499,097 | 499,097 | 807,319 CHF | 812,319 CHF | 100.00% | 100.00% |
14/05/2024 | 0.59% | 1.63 CHF | 1.64 CHF | 500,000 | 500,000 | 499,917 | 499,917 | 849,573 CHF | 854,573 CHF | 100.00% | 100.00% |
13/05/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 855,038 CHF | 860,038 CHF | 100.00% | 100.00% |
10/05/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 903,080 CHF | 908,080 CHF | 100.00% | 100.00% |
08/05/2024 | 0.61% | 1.72 CHF | 1.73 CHF | 500,000 | 500,000 | 499,915 | 499,913 | 819,499 CHF | 824,497 CHF | 99.63% | 99.63% |
07/05/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 852,850 CHF | 857,850 CHF | 100.00% | 100.00% |
06/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 873,817 CHF | 878,815 CHF | 100.00% | 100.00% |
03/05/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 500,000 | 500,000 | 500,000 | 499,983 | 885,587 CHF | 890,556 CHF | 99.99% | 99.99% |
02/05/2024 | 0.55% | 1.73 CHF | 1.74 CHF | 500,000 | 500,000 | 500,000 | 499,949 | 898,793 CHF | 903,700 CHF | 100.00% | 100.00% |
30/04/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 500,000 | 500,000 | 499,795 | 499,795 | 1,044,460 CHF | 1,049,460 CHF | 100.00% | 100.00% |