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 | 0.67% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,828 CHF | 75,328 CHF | 99.39% | 99.39% |
14/05/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,980 CHF | 72,480 CHF | 99.18% | 99.18% |
13/05/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,686 CHF | 71,186 CHF | 99.38% | 99.38% |
10/05/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,539 CHF | 73,039 CHF | 99.38% | 99.38% |
08/05/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,196 CHF | 75,696 CHF | 99.39% | 99.39% |
07/05/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,732 CHF | 76,232 CHF | 99.23% | 99.23% |
06/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,537 CHF | 74,037 CHF | 99.21% | 99.21% |
03/05/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,146 CHF | 71,646 CHF | 99.39% | 99.39% |
02/05/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,973 CHF | 71,473 CHF | 99.39% | 99.39% |
30/04/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,894 CHF | 74,394 CHF | 99.43% | 99.43% |