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 | 0.77% | 2.69 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,035 CHF | 135,069 CHF | 100.00% | 100.00% |
13/05/2024 | 0.72% | 2.75 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,453 CHF | 138,453 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 2.69 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,371 CHF | 136,459 CHF | 100.00% | 100.00% |
08/05/2024 | 0.73% | 2.70 CHF | 2.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,453 CHF | 137,453 CHF | 98.83% | 98.83% |
07/05/2024 | 0.77% | 2.70 CHF | 2.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,539 CHF | 130,539 CHF | 97.06% | 97.06% |
06/05/2024 | 0.78% | 2.55 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,551 CHF | 128,551 CHF | 99.38% | 99.38% |
03/05/2024 | 0.78% | 2.55 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,124 CHF | 128,124 CHF | 97.93% | 97.93% |
02/05/2024 | 0.74% | 2.49 CHF | 2.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,691 CHF | 125,621 CHF | 99.11% | 99.11% |
30/04/2024 | 0.81% | 2.45 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,707 CHF | 124,707 CHF | 99.97% | 99.97% |
29/04/2024 | 0.80% | 2.46 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,228 CHF | 126,228 CHF | 100.00% | 100.00% |