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 | 0.38% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,118 CHF | 131,618 CHF | 99.39% | 99.39% |
07/05/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,432 CHF | 134,932 CHF | 99.23% | 99.23% |
06/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,187 CHF | 131,687 CHF | 99.21% | 99.21% |
03/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,638 CHF | 126,138 CHF | 99.38% | 99.38% |
02/05/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,638 CHF | 124,138 CHF | 99.38% | 99.38% |
30/04/2024 | 0.40% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,053 CHF | 126,553 CHF | 99.43% | 99.43% |
29/04/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,376 CHF | 144,876 CHF | 98.84% | 98.84% |
26/04/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,014 CHF | 142,514 CHF | 97.26% | 97.26% |
25/04/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,551 CHF | 137,051 CHF | 83.98% | 83.98% |
24/04/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,361 CHF | 140,861 CHF | 99.39% | 99.39% |