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 | 0.67% | 1.56 CHF | 1.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 446,524 CHF | 149,841 CHF | 99.33% | 99.33% |
14/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 464,367 CHF | 155,789 CHF | 98.94% | 98.94% |
13/05/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 459,091 CHF | 154,030 CHF | 98.49% | 98.49% |
10/05/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 481,181 CHF | 161,394 CHF | 99.36% | 99.36% |
08/05/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 479,521 CHF | 160,840 CHF | 99.31% | 99.31% |
07/05/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 454,239 CHF | 152,413 CHF | 99.36% | 99.36% |
06/05/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 449,949 CHF | 150,983 CHF | 99.36% | 99.36% |
03/05/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 457,600 CHF | 153,533 CHF | 99.30% | 99.30% |
02/05/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 427,724 CHF | 143,574 CHF | 98.89% | 98.89% |
30/04/2024 | 0.68% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 442,854 CHF | 148,618 CHF | 99.36% | 99.36% |