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 | 0.56% | 1.80 CHF | 1.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 538,390 CHF | 180,463 CHF | 98.94% | 98.94% |
13/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 532,763 CHF | 178,588 CHF | 98.47% | 98.47% |
10/05/2024 | 0.54% | 1.79 CHF | 1.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 554,937 CHF | 185,979 CHF | 99.36% | 99.36% |
08/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 553,210 CHF | 185,403 CHF | 99.31% | 99.31% |
07/05/2024 | 0.57% | 1.83 CHF | 1.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 527,806 CHF | 176,935 CHF | 99.36% | 99.36% |
06/05/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 523,492 CHF | 175,497 CHF | 99.36% | 99.36% |
03/05/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 530,927 CHF | 177,976 CHF | 99.30% | 99.30% |
02/05/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 501,334 CHF | 168,111 CHF | 98.89% | 98.89% |
30/04/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 516,489 CHF | 173,163 CHF | 99.36% | 99.36% |
29/04/2024 | 0.56% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 538,228 CHF | 180,410 CHF | 99.36% | 99.36% |