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 | 0.58% | 1.67 CHF | 1.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 342,652 CHF | 344,652 CHF | 99.52% | 99.52% |
14/05/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 332,547 CHF | 334,547 CHF | 99.42% | 99.42% |
13/05/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 308,432 CHF | 310,432 CHF | 99.53% | 99.53% |
10/05/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 312,010 CHF | 314,010 CHF | 98.21% | 98.21% |
08/05/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 323,907 CHF | 325,907 CHF | 97.52% | 97.52% |
07/05/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 334,882 CHF | 336,882 CHF | 97.83% | 97.83% |
06/05/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 324,462 CHF | 326,462 CHF | 99.19% | 99.19% |
03/05/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 306,017 CHF | 308,017 CHF | 99.44% | 99.44% |
02/05/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 299,186 CHF | 301,186 CHF | 99.49% | 99.49% |
30/04/2024 | 0.65% | 1.45 CHF | 1.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 304,734 CHF | 306,734 CHF | 85.32% | 85.32% |