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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.72% | 2.91 CHF | 2.93 CHF | 50,000 | 50,000 | 49,758 | 49,758 | 140,744 CHF | 141,749 CHF | 98.90% | 98.90% |
14/05/2024 | 0.74% | 2.81 CHF | 2.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,035 CHF | 141,069 CHF | 99.99% | 99.99% |
13/05/2024 | 0.71% | 2.87 CHF | 2.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,435 CHF | 144,453 CHF | 100.00% | 100.00% |
10/05/2024 | 0.71% | 2.81 CHF | 2.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,371 CHF | 142,371 CHF | 100.00% | 100.00% |
08/05/2024 | 0.72% | 2.82 CHF | 2.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,427 CHF | 143,453 CHF | 98.83% | 98.83% |
07/05/2024 | 0.74% | 2.82 CHF | 2.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,539 CHF | 136,539 CHF | 97.06% | 97.06% |
06/05/2024 | 0.75% | 2.67 CHF | 2.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,551 CHF | 134,551 CHF | 99.38% | 99.38% |
03/05/2024 | 0.73% | 2.67 CHF | 2.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,124 CHF | 134,099 CHF | 97.54% | 97.54% |
02/05/2024 | 0.76% | 2.61 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,617 CHF | 131,617 CHF | 99.39% | 99.39% |
30/04/2024 | 0.75% | 2.57 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,707 CHF | 130,686 CHF | 99.99% | 99.99% |