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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 194,725 CHF | 195,225 CHF | 99.18% | 99.18% |
13/05/2024 | 0.25% | 3.90 CHF | 3.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 196,443 CHF | 196,943 CHF | 99.38% | 99.38% |
10/05/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 200,212 CHF | 200,712 CHF | 99.39% | 99.39% |
08/05/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 192,666 CHF | 193,166 CHF | 99.38% | 99.38% |
07/05/2024 | 0.26% | 3.72 CHF | 3.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,604 CHF | 190,104 CHF | 99.23% | 99.23% |
06/05/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,896 CHF | 194,396 CHF | 99.21% | 99.21% |
03/05/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 196,075 CHF | 196,575 CHF | 99.39% | 99.39% |
02/05/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 200,772 CHF | 201,272 CHF | 99.39% | 99.39% |
30/04/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,058 CHF | 199,558 CHF | 99.43% | 99.43% |
29/04/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 198,215 CHF | 198,715 CHF | 97.85% | 97.85% |