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 | 0.55% | 1.77 CHF | 1.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 361,308 CHF | 363,308 CHF | 99.48% | 99.48% |
14/05/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 351,191 CHF | 353,191 CHF | 99.46% | 99.46% |
13/05/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 327,028 CHF | 329,028 CHF | 99.53% | 99.53% |
10/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 330,582 CHF | 332,582 CHF | 98.20% | 98.20% |
08/05/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 342,462 CHF | 344,462 CHF | 97.52% | 97.52% |
07/05/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 353,435 CHF | 355,435 CHF | 97.83% | 97.83% |
06/05/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 342,980 CHF | 344,980 CHF | 99.19% | 99.19% |
03/05/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 324,513 CHF | 326,513 CHF | 99.42% | 99.42% |
02/05/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 317,712 CHF | 319,712 CHF | 99.44% | 99.44% |
30/04/2024 | 0.62% | 1.54 CHF | 1.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 323,286 CHF | 325,286 CHF | 85.34% | 85.34% |