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 | 0.41% | 2.40 CHF | 2.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 487,595 CHF | 489,595 CHF | 99.52% | 99.52% |
14/05/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 477,352 CHF | 479,352 CHF | 99.39% | 99.39% |
13/05/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 452,920 CHF | 454,920 CHF | 99.53% | 99.53% |
10/05/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 456,324 CHF | 458,324 CHF | 98.25% | 98.25% |
08/05/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 468,057 CHF | 470,057 CHF | 97.52% | 97.52% |
07/05/2024 | 0.42% | 2.44 CHF | 2.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 479,045 CHF | 481,045 CHF | 97.83% | 97.83% |
06/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 468,334 CHF | 470,334 CHF | 99.19% | 99.19% |
03/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 449,738 CHF | 451,738 CHF | 99.44% | 99.44% |
02/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 443,115 CHF | 445,115 CHF | 99.49% | 99.49% |
30/04/2024 | 0.44% | 2.17 CHF | 2.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 448,901 CHF | 450,901 CHF | 85.32% | 85.32% |