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 | 0.74% | 3.32 CHF | 3.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,151 CHF | 165,369 CHF | 99.23% | 99.23% |
13/05/2024 | 0.74% | 3.31 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,213 CHF | 164,423 CHF | 100.00% | 100.00% |
10/05/2024 | 0.74% | 3.21 CHF | 3.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,046 CHF | 162,246 CHF | 99.06% | 99.06% |
08/05/2024 | 0.77% | 3.09 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,810 CHF | 155,001 CHF | 100.00% | 100.00% |
07/05/2024 | 0.81% | 2.97 CHF | 3.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,758 CHF | 146,938 CHF | 98.92% | 98.92% |
06/05/2024 | 0.82% | 2.90 CHF | 2.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,697 CHF | 144,876 CHF | 99.51% | 99.51% |
03/05/2024 | 0.84% | 2.83 CHF | 2.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,733 CHF | 141,914 CHF | 98.53% | 98.53% |
02/05/2024 | 0.83% | 2.84 CHF | 2.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,788 CHF | 141,959 CHF | 99.04% | 99.04% |
30/04/2024 | 0.82% | 2.83 CHF | 2.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,599 CHF | 144,780 CHF | 99.99% | 99.99% |
29/04/2024 | 0.82% | 2.88 CHF | 2.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,288 CHF | 144,461 CHF | 99.99% | 99.99% |