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 | 0.39% | 2.52 CHF | 2.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 511,838 CHF | 513,838 CHF | 99.51% | 99.51% |
14/05/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 501,575 CHF | 503,575 CHF | 99.44% | 99.44% |
13/05/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 477,089 CHF | 479,089 CHF | 99.53% | 99.53% |
10/05/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 480,464 CHF | 482,464 CHF | 98.25% | 98.25% |
08/05/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 492,171 CHF | 494,171 CHF | 97.52% | 97.52% |
07/05/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 503,155 CHF | 505,155 CHF | 97.83% | 97.83% |
06/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 492,401 CHF | 494,401 CHF | 99.19% | 99.19% |
03/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 473,780 CHF | 475,780 CHF | 99.41% | 99.41% |
02/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 467,190 CHF | 469,190 CHF | 99.47% | 99.47% |
30/04/2024 | 0.42% | 2.29 CHF | 2.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 473,016 CHF | 475,016 CHF | 85.35% | 85.35% |