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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 729,589 CHF | 731,589 CHF | 91.38% | 91.38% |
13/05/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 729,267 CHF | 731,267 CHF | 100.00% | 100.00% |
10/05/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 712,550 CHF | 714,550 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 651,637 CHF | 653,637 CHF | 100.00% | 100.00% |
07/05/2024 | 0.33% | 3.16 CHF | 3.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 607,389 CHF | 609,389 CHF | 100.00% | 100.00% |
06/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 558,615 CHF | 560,615 CHF | 100.00% | 100.00% |
03/05/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 525,986 CHF | 527,986 CHF | 94.55% | 94.55% |
02/05/2024 | 0.38% | 2.51 CHF | 2.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 519,170 CHF | 521,170 CHF | 100.00% | 100.00% |
30/04/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 543,546 CHF | 545,546 CHF | 100.00% | 100.00% |
29/04/2024 | 0.35% | 2.76 CHF | 2.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 564,875 CHF | 566,875 CHF | 100.00% | 100.00% |