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 | 0.41% | 2.51 CHF | 2.52 CHF | 230,000 | 230,000 | 80,804 | 80,804 | 203,674 CHF | 204,486 CHF | 97.99% | 97.99% |
14/05/2024 | 0.41% | 2.53 CHF | 2.54 CHF | 230,000 | 230,000 | 80,524 | 80,524 | 203,954 CHF | 204,764 CHF | 98.47% | 98.47% |
13/05/2024 | 0.42% | 2.48 CHF | 2.49 CHF | 240,000 | 240,000 | 83,638 | 83,638 | 206,691 CHF | 207,531 CHF | 99.08% | 99.08% |
10/05/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 240,000 | 240,000 | 80,058 | 80,058 | 201,087 CHF | 201,891 CHF | 98.21% | 98.21% |
08/05/2024 | 0.42% | 2.53 CHF | 2.54 CHF | 230,000 | 230,000 | 79,075 | 79,075 | 195,463 CHF | 196,257 CHF | 97.73% | 97.73% |
07/05/2024 | 0.44% | 2.42 CHF | 2.43 CHF | 240,000 | 240,000 | 83,363 | 83,363 | 196,433 CHF | 197,269 CHF | 98.56% | 98.56% |
06/05/2024 | 0.47% | 2.29 CHF | 2.30 CHF | 240,000 | 240,000 | 85,244 | 85,244 | 190,625 CHF | 191,481 CHF | 99.07% | 99.07% |
03/05/2024 | 0.49% | 2.14 CHF | 2.15 CHF | 250,000 | 250,000 | 83,203 | 83,203 | 175,688 CHF | 176,523 CHF | 97.63% | 97.63% |
02/05/2024 | 0.52% | 2.06 CHF | 2.07 CHF | 250,000 | 250,000 | 87,456 | 87,456 | 175,665 CHF | 176,544 CHF | 97.68% | 97.68% |
30/04/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 260,000 | 260,000 | 89,881 | 89,881 | 180,580 CHF | 181,482 CHF | 98.80% | 98.80% |