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 | 0.62% | 3.44 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,570 CHF | 172,631 CHF | 99.89% | 99.89% |
13/05/2024 | 0.57% | 3.50 CHF | 3.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,953 CHF | 175,953 CHF | 100.00% | 100.00% |
10/05/2024 | 0.58% | 3.44 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,959 CHF | 173,959 CHF | 100.00% | 100.00% |
08/05/2024 | 0.57% | 3.45 CHF | 3.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,953 CHF | 174,953 CHF | 98.83% | 98.83% |
07/05/2024 | 0.60% | 3.45 CHF | 3.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,039 CHF | 168,039 CHF | 97.06% | 97.06% |
06/05/2024 | 0.60% | 3.30 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,051 CHF | 166,051 CHF | 99.37% | 99.37% |
03/05/2024 | 0.59% | 3.30 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,624 CHF | 165,599 CHF | 97.54% | 97.54% |
02/05/2024 | 0.62% | 3.24 CHF | 3.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,117 CHF | 163,117 CHF | 99.40% | 99.40% |
30/04/2024 | 0.62% | 3.20 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,186 CHF | 162,186 CHF | 99.99% | 99.99% |
29/04/2024 | 0.61% | 3.21 CHF | 3.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,637 CHF | 163,637 CHF | 100.00% | 100.00% |