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 | 0.35% | 2.81 CHF | 2.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 568,557 CHF | 570,557 CHF | 99.52% | 99.52% |
14/05/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 558,242 CHF | 560,242 CHF | 99.45% | 99.45% |
13/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 533,632 CHF | 535,632 CHF | 99.53% | 99.53% |
10/05/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 536,932 CHF | 538,932 CHF | 98.25% | 98.25% |
08/05/2024 | 0.36% | 2.70 CHF | 2.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 548,577 CHF | 550,577 CHF | 97.52% | 97.52% |
07/05/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 559,565 CHF | 561,565 CHF | 97.83% | 97.83% |
06/05/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 548,698 CHF | 550,698 CHF | 99.19% | 99.19% |
03/05/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 530,019 CHF | 532,019 CHF | 99.41% | 99.41% |
02/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 523,508 CHF | 525,508 CHF | 99.49% | 99.49% |
30/04/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 529,431 CHF | 531,431 CHF | 85.33% | 85.33% |