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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.18% | 5.71 CHF | 5.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,138,740 CHF | 1,140,740 CHF | 100.00% | 100.00% |
10/05/2024 | 0.17% | 5.73 CHF | 5.74 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,160,560 CHF | 1,162,560 CHF | 99.80% | 99.80% |
08/05/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,053,310 CHF | 1,055,310 CHF | 100.00% | 100.00% |
07/05/2024 | 0.20% | 5.17 CHF | 5.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 981,405 CHF | 983,405 CHF | 100.00% | 100.00% |
06/05/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 909,980 CHF | 911,980 CHF | 100.00% | 100.00% |
03/05/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 856,189 CHF | 858,189 CHF | 91.25% | 91.25% |
02/05/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 840,397 CHF | 842,397 CHF | 100.00% | 100.00% |
30/04/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 887,163 CHF | 889,163 CHF | 100.00% | 100.00% |
29/04/2024 | 0.21% | 4.61 CHF | 4.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 931,527 CHF | 933,527 CHF | 100.00% | 100.00% |
26/04/2024 | 0.22% | 4.68 CHF | 4.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 902,678 CHF | 904,678 CHF | 98.84% | 98.84% |