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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.70% | 3.06 CHF | 3.08 CHF | 50,000 | 50,000 | 49,758 | 49,758 | 148,477 CHF | 149,511 CHF | 98.90% | 98.90% |
14/05/2024 | 0.71% | 2.96 CHF | 2.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,781 CHF | 148,836 CHF | 99.99% | 99.99% |
13/05/2024 | 0.66% | 3.03 CHF | 3.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,249 CHF | 152,249 CHF | 100.00% | 100.00% |
10/05/2024 | 0.67% | 2.96 CHF | 2.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,145 CHF | 150,145 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 2.98 CHF | 3.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,142 CHF | 151,210 CHF | 98.85% | 98.85% |
07/05/2024 | 0.70% | 2.97 CHF | 2.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,286 CHF | 144,286 CHF | 97.06% | 97.06% |
06/05/2024 | 0.71% | 2.83 CHF | 2.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,292 CHF | 142,292 CHF | 99.38% | 99.38% |
03/05/2024 | 0.65% | 2.83 CHF | 2.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,913 CHF | 141,835 CHF | 97.88% | 97.88% |
02/05/2024 | 0.72% | 2.76 CHF | 2.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,394 CHF | 139,394 CHF | 99.40% | 99.40% |
30/04/2024 | 0.73% | 2.73 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,411 CHF | 138,411 CHF | 99.99% | 99.99% |