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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 285,156 CHF | 287,156 CHF | 99.49% | 99.49% |
14/05/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 275,104 CHF | 277,104 CHF | 99.39% | 99.39% |
13/05/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 251,107 CHF | 253,107 CHF | 99.53% | 99.53% |
10/05/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 254,758 CHF | 256,758 CHF | 98.23% | 98.23% |
08/05/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 266,722 CHF | 268,722 CHF | 97.52% | 97.52% |
07/05/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 277,692 CHF | 279,692 CHF | 97.83% | 97.83% |
06/05/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 267,389 CHF | 269,389 CHF | 99.19% | 99.19% |
03/05/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 248,999 CHF | 250,999 CHF | 99.39% | 99.39% |
02/05/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 242,090 CHF | 244,090 CHF | 99.43% | 99.43% |
30/04/2024 | 0.81% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 247,539 CHF | 249,539 CHF | 85.35% | 85.35% |