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 | 0.35% | 2.89 CHF | 2.90 CHF | 40,000 | 40,000 | 39,569 | 39,569 | 114,052 CHF | 114,448 CHF | 99.98% | 99.98% |
13/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 40,000 | 40,000 | 35,116 | 35,116 | 107,664 CHF | 108,016 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 30,000 | 30,000 | 32,004 | 32,004 | 98,899 CHF | 99,219 CHF | 100.00% | 100.00% |
08/05/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 115,767 CHF | 116,167 CHF | 99.09% | 99.09% |
07/05/2024 | 0.37% | 2.84 CHF | 2.85 CHF | 40,000 | 40,000 | 39,736 | 39,736 | 109,582 CHF | 109,981 CHF | 100.00% | 100.00% |
06/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 106,978 CHF | 107,378 CHF | 100.00% | 100.00% |
03/05/2024 | 0.38% | 2.55 CHF | 2.56 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 103,931 CHF | 104,331 CHF | 99.96% | 99.96% |
02/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 102,931 CHF | 103,331 CHF | 100.00% | 100.00% |
30/04/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 104,460 CHF | 104,860 CHF | 100.00% | 100.00% |
29/04/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 105,448 CHF | 105,848 CHF | 100.00% | 100.00% |