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% | 2.13 CHF | 2.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 636,296 CHF | 213,099 CHF | 98.94% | 98.94% |
13/05/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 630,527 CHF | 211,176 CHF | 98.42% | 98.42% |
10/05/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 652,585 CHF | 218,528 CHF | 99.36% | 99.36% |
08/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 650,612 CHF | 217,871 CHF | 99.31% | 99.31% |
07/05/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 625,298 CHF | 209,433 CHF | 99.36% | 99.36% |
06/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 620,631 CHF | 207,877 CHF | 99.36% | 99.36% |
03/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 628,135 CHF | 210,378 CHF | 99.30% | 99.30% |
02/05/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 598,540 CHF | 200,513 CHF | 98.88% | 98.88% |
30/04/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 613,947 CHF | 205,649 CHF | 99.36% | 99.36% |
29/04/2024 | 0.47% | 2.04 CHF | 2.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 635,458 CHF | 212,819 CHF | 99.36% | 99.36% |