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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 28,699 CHF | 28,799 CHF | 100.00% | 100.00% |
08/05/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 27,788 CHF | 27,888 CHF | 100.00% | 100.00% |
07/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,822 CHF | 26,922 CHF | 99.84% | 99.84% |
06/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,350 CHF | 26,450 CHF | 99.78% | 99.78% |
03/05/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,379 CHF | 26,479 CHF | 100.00% | 100.00% |
02/05/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,722 CHF | 26,822 CHF | 100.00% | 100.00% |
30/04/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,716 CHF | 26,816 CHF | 100.00% | 100.00% |
29/04/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,726 CHF | 26,826 CHF | 99.73% | 99.73% |
26/04/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,913 CHF | 27,013 CHF | 100.00% | 100.00% |
25/04/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 27,603 CHF | 27,703 CHF | 84.48% | 84.48% |