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 | 0.60% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 330,409 CHF | 332,409 CHF | 99.51% | 99.51% |
14/05/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 320,316 CHF | 322,316 CHF | 99.40% | 99.40% |
13/05/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 296,225 CHF | 298,225 CHF | 99.53% | 99.53% |
10/05/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 299,817 CHF | 301,817 CHF | 98.21% | 98.21% |
08/05/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 311,729 CHF | 313,729 CHF | 97.52% | 97.52% |
07/05/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 322,705 CHF | 324,705 CHF | 97.83% | 97.83% |
06/05/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 312,310 CHF | 314,310 CHF | 99.19% | 99.19% |
03/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 293,876 CHF | 295,876 CHF | 99.47% | 99.47% |
02/05/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 287,028 CHF | 289,028 CHF | 99.49% | 99.49% |
30/04/2024 | 0.68% | 1.39 CHF | 1.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 292,553 CHF | 294,553 CHF | 85.33% | 85.33% |