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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,995 CHF | 24,095 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,375 CHF | 23,475 CHF | 100.00% | 100.00% |
08/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 22,469 CHF | 22,569 CHF | 100.00% | 100.00% |
07/05/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 21,496 CHF | 21,596 CHF | 99.84% | 99.84% |
06/05/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 21,031 CHF | 21,131 CHF | 99.78% | 99.78% |
03/05/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 21,062 CHF | 21,162 CHF | 100.00% | 100.00% |
02/05/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 21,404 CHF | 21,504 CHF | 100.00% | 100.00% |
30/04/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 21,391 CHF | 21,491 CHF | 100.00% | 100.00% |
29/04/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 21,412 CHF | 21,512 CHF | 99.73% | 99.73% |
26/04/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 21,600 CHF | 21,700 CHF | 100.00% | 100.00% |