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 | 0.32% | 3.06 CHF | 3.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,791 CHF | 154,291 CHF | 99.99% | 99.99% |
10/05/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,065 CHF | 155,565 CHF | 99.93% | 99.93% |
08/05/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,815 CHF | 148,315 CHF | 100.00% | 100.00% |
07/05/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,012 CHF | 146,512 CHF | 99.78% | 99.78% |
06/05/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,654 CHF | 147,154 CHF | 99.77% | 99.77% |
03/05/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 143,954 CHF | 144,451 CHF | 100.00% | 100.00% |
02/05/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,409 CHF | 137,909 CHF | 99.98% | 99.98% |
30/04/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,474 CHF | 138,974 CHF | 100.00% | 100.00% |
29/04/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,318 CHF | 141,818 CHF | 99.72% | 99.72% |
26/04/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,532 CHF | 139,032 CHF | 100.00% | 100.00% |