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 | 2.10% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,624 CHF | 24,124 CHF | 99.38% | 99.38% |
14/05/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,933 CHF | 22,433 CHF | 99.17% | 99.17% |
13/05/2024 | 2.37% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,888 CHF | 21,388 CHF | 99.38% | 99.38% |
10/05/2024 | 2.60% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,006 CHF | 19,506 CHF | 99.39% | 99.39% |
08/05/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,779 CHF | 23,279 CHF | 99.39% | 99.39% |
07/05/2024 | 2.03% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,358 CHF | 24,858 CHF | 99.22% | 99.22% |
06/05/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,028 CHF | 22,528 CHF | 99.20% | 99.20% |
03/05/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,957 CHF | 21,457 CHF | 99.38% | 99.38% |
02/05/2024 | 2.62% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,844 CHF | 19,344 CHF | 99.37% | 99.37% |
30/04/2024 | 2.47% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,995 CHF | 20,495 CHF | 99.43% | 99.43% |