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 | 0.22% | 4.51 CHF | 4.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 894,781 CHF | 896,781 CHF | 91.69% | 91.69% |
13/05/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 905,095 CHF | 907,095 CHF | 100.00% | 100.00% |
10/05/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 927,089 CHF | 929,089 CHF | 99.80% | 99.80% |
08/05/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 819,994 CHF | 821,994 CHF | 100.00% | 100.00% |
07/05/2024 | 0.27% | 4.01 CHF | 4.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 748,018 CHF | 750,018 CHF | 100.00% | 100.00% |
06/05/2024 | 0.30% | 3.46 CHF | 3.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 676,791 CHF | 678,791 CHF | 100.00% | 100.00% |
03/05/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 622,366 CHF | 624,366 CHF | 91.25% | 91.25% |
02/05/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 606,014 CHF | 608,014 CHF | 100.00% | 100.00% |
30/04/2024 | 0.31% | 3.04 CHF | 3.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 652,697 CHF | 654,697 CHF | 100.00% | 100.00% |
29/04/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 697,780 CHF | 699,780 CHF | 100.00% | 100.00% |