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 | 0.66% | 1.46 CHF | 1.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 300,684 CHF | 302,684 CHF | 99.52% | 99.52% |
14/05/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 290,627 CHF | 292,627 CHF | 99.46% | 99.46% |
13/05/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 266,593 CHF | 268,593 CHF | 99.53% | 99.53% |
10/05/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 270,224 CHF | 272,224 CHF | 98.21% | 98.21% |
08/05/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 282,174 CHF | 284,174 CHF | 97.52% | 97.52% |
07/05/2024 | 0.68% | 1.51 CHF | 1.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 293,139 CHF | 295,139 CHF | 97.83% | 97.83% |
06/05/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 282,810 CHF | 284,810 CHF | 99.19% | 99.19% |
03/05/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 264,401 CHF | 266,401 CHF | 99.42% | 99.42% |
02/05/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 257,515 CHF | 259,515 CHF | 99.49% | 99.49% |
30/04/2024 | 0.76% | 1.24 CHF | 1.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 262,988 CHF | 264,988 CHF | 85.32% | 85.32% |