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 | 2.36% | 3.64 CHF | 3.69 CHF | 50,000 | 50,000 | 26,516 | 18,688 | 98,331 CHF | 70,422 CHF | 99.65% | 99.65% |
10/05/2024 | 2.26% | 3.74 CHF | 3.79 CHF | 50,000 | 50,000 | 26,398 | 18,531 | 102,297 CHF | 72,857 CHF | 98.53% | 98.53% |
08/05/2024 | 2.33% | 3.78 CHF | 3.83 CHF | 50,000 | 50,000 | 26,517 | 18,689 | 99,911 CHF | 71,657 CHF | 99.65% | 99.65% |
07/05/2024 | 2.33% | 3.88 CHF | 3.93 CHF | 50,000 | 50,000 | 26,515 | 18,687 | 100,843 CHF | 72,660 CHF | 99.65% | 99.65% |
06/05/2024 | 1.46% | 3.70 CHF | 3.73 CHF | 50,000 | 50,000 | 26,515 | 18,687 | 96,397 CHF | 68,758 CHF | 99.65% | 99.65% |
03/05/2024 | 2.00% | 3.64 CHF | 3.67 CHF | 50,000 | 50,000 | 18,761 | 18,674 | 67,893 CHF | 68,680 CHF | 99.12% | 99.12% |
02/05/2024 | 1.60% | 3.41 CHF | 3.44 CHF | 50,000 | 50,000 | 26,451 | 18,601 | 88,345 CHF | 63,084 CHF | 99.38% | 99.38% |
30/04/2024 | 1.54% | 3.26 CHF | 3.29 CHF | 50,000 | 50,000 | 26,516 | 18,688 | 90,562 CHF | 64,336 CHF | 99.64% | 99.64% |
29/04/2024 | 1.56% | 3.24 CHF | 3.27 CHF | 50,000 | 50,000 | 26,601 | 18,801 | 89,581 CHF | 63,819 CHF | 98.35% | 98.35% |
26/04/2024 | 1.66% | 3.18 CHF | 3.21 CHF | 50,000 | 50,000 | 26,574 | 18,766 | 84,338 CHF | 60,128 CHF | 98.55% | 98.55% |