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 | 0.35% | 2.95 CHF | 2.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 577,050 CHF | 579,050 CHF | 98.98% | 98.98% |
13/05/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 576,670 CHF | 578,670 CHF | 95.49% | 95.49% |
10/05/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 559,324 CHF | 561,324 CHF | 97.14% | 97.14% |
08/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 506,743 CHF | 508,743 CHF | 99.32% | 99.32% |
07/05/2024 | 0.42% | 2.45 CHF | 2.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 470,738 CHF | 472,738 CHF | 84.49% | 84.49% |
06/05/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 430,998 CHF | 432,998 CHF | 92.67% | 92.67% |
03/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 407,475 CHF | 409,475 CHF | 93.33% | 93.33% |
02/05/2024 | 0.49% | 1.95 CHF | 1.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 403,851 CHF | 405,851 CHF | 92.46% | 92.46% |
30/04/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 423,149 CHF | 425,149 CHF | 95.59% | 95.59% |
29/04/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 441,674 CHF | 443,674 CHF | 99.20% | 99.20% |