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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.30% | 3.63 CHF | 3.64 CHF | 100,000 | 100,000 | 45,976 | 45,976 | 165,233 CHF | 165,714 CHF | 94.86% | 94.86% |
10/05/2024 | 0.29% | 3.72 CHF | 3.73 CHF | 100,000 | 100,000 | 44,920 | 44,920 | 168,210 CHF | 168,691 CHF | 98.59% | 98.59% |
08/05/2024 | 0.29% | 3.81 CHF | 3.82 CHF | 100,000 | 100,000 | 45,205 | 45,205 | 172,504 CHF | 172,987 CHF | 99.65% | 99.65% |
07/05/2024 | 0.29% | 3.85 CHF | 3.86 CHF | 100,000 | 100,000 | 45,204 | 45,204 | 170,574 CHF | 171,057 CHF | 99.65% | 99.65% |
06/05/2024 | 0.30% | 3.67 CHF | 3.68 CHF | 100,000 | 100,000 | 45,204 | 45,204 | 166,011 CHF | 166,494 CHF | 99.66% | 99.66% |
03/05/2024 | 0.30% | 3.56 CHF | 3.57 CHF | 100,000 | 100,000 | 45,194 | 45,194 | 164,414 CHF | 164,897 CHF | 99.62% | 99.62% |
02/05/2024 | 0.30% | 3.62 CHF | 3.63 CHF | 100,000 | 100,000 | 45,203 | 45,203 | 163,548 CHF | 164,031 CHF | 99.65% | 99.65% |
30/04/2024 | 0.30% | 3.65 CHF | 3.66 CHF | 100,000 | 100,000 | 45,210 | 45,210 | 166,549 CHF | 167,033 CHF | 99.65% | 99.65% |
29/04/2024 | 0.28% | 3.73 CHF | 3.74 CHF | 100,000 | 100,000 | 45,638 | 45,638 | 174,073 CHF | 174,558 CHF | 96.86% | 96.86% |
26/04/2024 | 0.27% | 3.90 CHF | 3.91 CHF | 100,000 | 100,000 | 46,137 | 46,137 | 183,713 CHF | 184,202 CHF | 93.79% | 93.79% |