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 | 0.42% | 2.36 CHF | 2.37 CHF | 200,000 | 200,000 | 197,760 | 197,760 | 471,188 CHF | 473,171 CHF | 98.90% | 98.90% |
14/05/2024 | 0.43% | 2.45 CHF | 2.46 CHF | 200,000 | 200,000 | 192,264 | 192,264 | 476,042 CHF | 478,031 CHF | 99.95% | 99.95% |
13/05/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 478,525 CHF | 480,525 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 482,046 CHF | 484,046 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 501,175 CHF | 503,175 CHF | 100.00% | 100.00% |
07/05/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 511,103 CHF | 513,103 CHF | 98.92% | 98.92% |
06/05/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 520,178 CHF | 522,178 CHF | 100.00% | 100.00% |
03/05/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 534,239 CHF | 536,239 CHF | 98.71% | 98.71% |
02/05/2024 | 0.38% | 2.71 CHF | 2.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 519,655 CHF | 521,655 CHF | 96.19% | 96.19% |
30/04/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 512,129 CHF | 514,129 CHF | 100.00% | 100.00% |