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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,905 CHF | 136,405 CHF | 99.96% | 99.96% |
07/05/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,421 CHF | 140,921 CHF | 99.71% | 99.71% |
06/05/2024 | 0.31% | 3.16 CHF | 3.17 CHF | 50,000 | 50,000 | 50,000 | 49,998 | 159,095 CHF | 159,589 CHF | 99.77% | 99.77% |
03/05/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,274 CHF | 166,774 CHF | 99.70% | 99.70% |
02/05/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,711 CHF | 173,211 CHF | 100.00% | 100.00% |
30/04/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,560 CHF | 170,060 CHF | 100.00% | 100.00% |
29/04/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,880 CHF | 169,380 CHF | 99.65% | 99.65% |
26/04/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,061 CHF | 172,561 CHF | 100.00% | 100.00% |
25/04/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,085 CHF | 177,585 CHF | 84.47% | 84.47% |
24/04/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,432 CHF | 172,932 CHF | 100.00% | 100.00% |