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 | 0.47% | 2.12 CHF | 2.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 210,920 CHF | 211,920 CHF | 99.50% | 99.50% |
13/05/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 210,876 CHF | 211,876 CHF | 99.81% | 99.81% |
10/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 213,336 CHF | 214,336 CHF | 100.00% | 100.00% |
08/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 223,458 CHF | 224,458 CHF | 100.00% | 100.00% |
07/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 234,510 CHF | 235,510 CHF | 96.44% | 96.44% |
06/05/2024 | 0.44% | 2.36 CHF | 2.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 229,287 CHF | 230,287 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 231,425 CHF | 232,425 CHF | 97.93% | 97.93% |
02/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 233,110 CHF | 234,110 CHF | 99.04% | 99.04% |
30/04/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 227,500 CHF | 228,500 CHF | 99.22% | 99.22% |
29/04/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 227,535 CHF | 228,535 CHF | 100.00% | 100.00% |