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 | 0.46% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 437,543 CHF | 439,543 CHF | 99.52% | 99.52% |
14/05/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 427,351 CHF | 429,351 CHF | 99.44% | 99.44% |
13/05/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 403,027 CHF | 405,027 CHF | 99.53% | 99.53% |
10/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 406,495 CHF | 408,495 CHF | 98.24% | 98.24% |
08/05/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 418,284 CHF | 420,284 CHF | 97.52% | 97.52% |
07/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 429,263 CHF | 431,263 CHF | 97.83% | 97.83% |
06/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 418,654 CHF | 420,654 CHF | 99.19% | 99.19% |
03/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 400,110 CHF | 402,110 CHF | 99.44% | 99.44% |
02/05/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 393,416 CHF | 395,416 CHF | 99.49% | 99.49% |
30/04/2024 | 0.50% | 1.92 CHF | 1.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 399,119 CHF | 401,119 CHF | 85.32% | 85.32% |