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 | 0.38% | 2.72 CHF | 2.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 527,818 CHF | 529,818 CHF | 92.22% | 92.22% |
13/05/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 527,608 CHF | 529,608 CHF | 100.00% | 100.00% |
10/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 510,836 CHF | 512,836 CHF | 100.00% | 100.00% |
08/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 450,048 CHF | 452,048 CHF | 100.00% | 100.00% |
07/05/2024 | 0.49% | 2.15 CHF | 2.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 405,804 CHF | 407,804 CHF | 100.00% | 100.00% |
06/05/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 357,023 CHF | 359,023 CHF | 100.00% | 100.00% |
03/05/2024 | 0.62% | 1.64 CHF | 1.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 324,239 CHF | 326,239 CHF | 94.55% | 94.55% |
02/05/2024 | 0.63% | 1.50 CHF | 1.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 317,394 CHF | 319,394 CHF | 100.00% | 100.00% |
30/04/2024 | 0.58% | 1.63 CHF | 1.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 341,784 CHF | 343,784 CHF | 100.00% | 100.00% |
29/04/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 363,177 CHF | 365,177 CHF | 100.00% | 100.00% |