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 | 0.49% | 2.00 CHF | 2.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 407,779 CHF | 409,779 CHF | 99.51% | 99.51% |
14/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 397,620 CHF | 399,620 CHF | 99.45% | 99.45% |
13/05/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 373,354 CHF | 375,354 CHF | 99.53% | 99.53% |
10/05/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 376,857 CHF | 378,857 CHF | 98.24% | 98.24% |
08/05/2024 | 0.51% | 1.90 CHF | 1.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 388,682 CHF | 390,682 CHF | 97.52% | 97.52% |
07/05/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 399,659 CHF | 401,659 CHF | 97.83% | 97.83% |
06/05/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 389,112 CHF | 391,112 CHF | 99.19% | 99.19% |
03/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 370,596 CHF | 372,596 CHF | 99.40% | 99.40% |
02/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 363,860 CHF | 365,860 CHF | 99.49% | 99.49% |
30/04/2024 | 0.54% | 1.77 CHF | 1.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 369,513 CHF | 371,513 CHF | 85.32% | 85.32% |