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 | 0.19% | 5.30 CHF | 5.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,050,860 CHF | 1,052,860 CHF | 91.71% | 91.71% |
13/05/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,060,860 CHF | 1,062,860 CHF | 100.00% | 100.00% |
10/05/2024 | 0.18% | 5.34 CHF | 5.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,082,740 CHF | 1,084,740 CHF | 99.80% | 99.80% |
08/05/2024 | 0.20% | 4.85 CHF | 4.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 975,550 CHF | 977,550 CHF | 100.00% | 100.00% |
07/05/2024 | 0.22% | 4.79 CHF | 4.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 903,634 CHF | 905,634 CHF | 100.00% | 100.00% |
06/05/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 832,335 CHF | 834,335 CHF | 100.00% | 100.00% |
03/05/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 778,492 CHF | 780,492 CHF | 91.25% | 91.25% |
02/05/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 762,537 CHF | 764,537 CHF | 100.00% | 100.00% |
30/04/2024 | 0.25% | 3.83 CHF | 3.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 809,229 CHF | 811,229 CHF | 100.00% | 100.00% |
29/04/2024 | 0.23% | 4.23 CHF | 4.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 853,759 CHF | 855,759 CHF | 100.00% | 100.00% |