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 | 0.79% | 1.22 CHF | 1.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 251,373 CHF | 253,373 CHF | 99.52% | 99.52% |
14/05/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 241,351 CHF | 243,351 CHF | 99.39% | 99.39% |
13/05/2024 | 0.92% | 1.13 CHF | 1.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 217,431 CHF | 219,431 CHF | 99.53% | 99.53% |
10/05/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 221,125 CHF | 223,125 CHF | 98.23% | 98.23% |
08/05/2024 | 0.85% | 1.12 CHF | 1.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 233,126 CHF | 235,126 CHF | 97.52% | 97.52% |
07/05/2024 | 0.82% | 1.26 CHF | 1.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 244,092 CHF | 246,092 CHF | 97.83% | 97.83% |
06/05/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 233,856 CHF | 235,856 CHF | 99.19% | 99.19% |
03/05/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 215,502 CHF | 217,502 CHF | 99.41% | 99.41% |
02/05/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 208,543 CHF | 210,543 CHF | 99.47% | 99.47% |
30/04/2024 | 0.93% | 0.99 CHF | 1.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 213,937 CHF | 215,937 CHF | 85.35% | 85.35% |