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 | 0.70% | 3.20 CHF | 3.22 CHF | 50,000 | 50,000 | 49,758 | 49,758 | 155,062 CHF | 156,145 CHF | 98.90% | 98.90% |
14/05/2024 | 0.65% | 3.10 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,465 CHF | 155,465 CHF | 99.66% | 99.66% |
13/05/2024 | 0.63% | 3.16 CHF | 3.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,859 CHF | 158,859 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 3.09 CHF | 3.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,775 CHF | 156,857 CHF | 100.00% | 100.00% |
08/05/2024 | 0.66% | 3.11 CHF | 3.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,818 CHF | 157,852 CHF | 98.85% | 98.85% |
07/05/2024 | 0.66% | 3.10 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,948 CHF | 150,948 CHF | 97.06% | 97.06% |
06/05/2024 | 0.67% | 2.96 CHF | 2.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,931 CHF | 148,931 CHF | 99.38% | 99.38% |
03/05/2024 | 0.66% | 2.96 CHF | 2.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,528 CHF | 148,507 CHF | 97.82% | 97.82% |
02/05/2024 | 0.69% | 2.89 CHF | 2.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,024 CHF | 146,024 CHF | 99.39% | 99.39% |
30/04/2024 | 0.69% | 2.86 CHF | 2.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,078 CHF | 145,078 CHF | 100.00% | 100.00% |