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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.64% | 3.24 CHF | 3.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,748 CHF | 162,781 CHF | 99.93% | 99.93% |
13/05/2024 | 0.60% | 3.30 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,146 CHF | 166,146 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 3.24 CHF | 3.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,068 CHF | 164,068 CHF | 100.00% | 100.00% |
08/05/2024 | 0.61% | 3.26 CHF | 3.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,127 CHF | 165,127 CHF | 98.85% | 98.85% |
07/05/2024 | 0.63% | 3.25 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,168 CHF | 158,168 CHF | 97.06% | 97.06% |
06/05/2024 | 0.64% | 3.11 CHF | 3.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,216 CHF | 156,216 CHF | 99.38% | 99.38% |
03/05/2024 | 0.64% | 3.10 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,809 CHF | 155,809 CHF | 97.71% | 97.71% |
02/05/2024 | 0.65% | 3.04 CHF | 3.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,288 CHF | 153,288 CHF | 99.40% | 99.40% |
30/04/2024 | 0.61% | 3.01 CHF | 3.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,391 CHF | 152,317 CHF | 99.99% | 99.99% |
29/04/2024 | 0.64% | 3.02 CHF | 3.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,826 CHF | 153,809 CHF | 100.00% | 100.00% |