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% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 444,646 CHF | 149,215 CHF | 99.33% | 99.33% |
14/05/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 426,109 CHF | 143,036 CHF | 98.94% | 98.94% |
13/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 430,316 CHF | 144,439 CHF | 98.47% | 98.47% |
10/05/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 408,728 CHF | 137,243 CHF | 99.36% | 99.36% |
08/05/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 410,622 CHF | 137,874 CHF | 99.31% | 99.31% |
07/05/2024 | 0.69% | 1.39 CHF | 1.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 436,273 CHF | 146,424 CHF | 99.36% | 99.36% |
06/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 439,283 CHF | 147,428 CHF | 99.36% | 99.36% |
03/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 432,663 CHF | 145,221 CHF | 99.30% | 99.30% |
02/05/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 464,411 CHF | 155,804 CHF | 98.89% | 98.89% |
30/04/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 451,411 CHF | 151,470 CHF | 99.35% | 99.35% |