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 | 0.30% | 3.66 CHF | 3.67 CHF | 100,000 | 100,000 | 45,213 | 45,213 | 164,336 CHF | 164,819 CHF | 99.67% | 99.67% |
13/05/2024 | 0.31% | 3.50 CHF | 3.51 CHF | 100,000 | 100,000 | 45,977 | 45,977 | 159,328 CHF | 159,808 CHF | 94.86% | 94.86% |
10/05/2024 | 0.30% | 3.59 CHF | 3.60 CHF | 100,000 | 100,000 | 44,919 | 44,919 | 162,434 CHF | 162,914 CHF | 98.59% | 98.59% |
08/05/2024 | 0.30% | 3.68 CHF | 3.69 CHF | 100,000 | 100,000 | 45,208 | 45,208 | 166,698 CHF | 167,181 CHF | 99.66% | 99.66% |
07/05/2024 | 0.30% | 3.72 CHF | 3.73 CHF | 100,000 | 100,000 | 45,206 | 45,206 | 164,774 CHF | 165,258 CHF | 99.66% | 99.66% |
06/05/2024 | 0.31% | 3.54 CHF | 3.55 CHF | 100,000 | 100,000 | 45,206 | 45,206 | 160,227 CHF | 160,710 CHF | 99.67% | 99.67% |
03/05/2024 | 0.31% | 3.43 CHF | 3.44 CHF | 100,000 | 100,000 | 45,193 | 45,193 | 158,620 CHF | 159,103 CHF | 99.62% | 99.62% |
02/05/2024 | 0.32% | 3.50 CHF | 3.51 CHF | 100,000 | 100,000 | 45,205 | 45,205 | 157,722 CHF | 158,205 CHF | 99.66% | 99.66% |
30/04/2024 | 0.31% | 3.52 CHF | 3.53 CHF | 100,000 | 100,000 | 45,210 | 45,210 | 160,711 CHF | 161,194 CHF | 99.67% | 99.67% |
29/04/2024 | 0.29% | 3.60 CHF | 3.61 CHF | 100,000 | 100,000 | 45,636 | 45,636 | 168,184 CHF | 168,669 CHF | 96.86% | 96.86% |