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 | 0.41% | 2.52 CHF | 2.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 487,989 CHF | 489,989 CHF | 91.35% | 91.35% |
13/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 487,692 CHF | 489,692 CHF | 100.00% | 100.00% |
10/05/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 471,014 CHF | 473,014 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 410,047 CHF | 412,047 CHF | 100.00% | 100.00% |
07/05/2024 | 0.55% | 1.95 CHF | 1.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 365,804 CHF | 367,804 CHF | 100.00% | 100.00% |
06/05/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 317,018 CHF | 319,018 CHF | 100.00% | 100.00% |
03/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 284,221 CHF | 286,221 CHF | 94.55% | 94.55% |
02/05/2024 | 0.72% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 277,394 CHF | 279,394 CHF | 100.00% | 100.00% |
30/04/2024 | 0.66% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 301,784 CHF | 303,784 CHF | 100.00% | 100.00% |
29/04/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 323,177 CHF | 325,177 CHF | 100.00% | 100.00% |