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 | 0.37% | 2.67 CHF | 2.68 CHF | 40,000 | 40,000 | 39,998 | 39,998 | 107,663 CHF | 108,063 CHF | 100.00% | 100.00% |
10/05/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 108,574 CHF | 108,974 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 100,806 CHF | 101,206 CHF | 99.08% | 99.08% |
07/05/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 40,000 | 40,000 | 39,914 | 39,914 | 95,260 CHF | 95,660 CHF | 100.00% | 100.00% |
06/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,005 CHF | 92,405 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 88,879 CHF | 89,279 CHF | 99.98% | 99.98% |
02/05/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 87,956 CHF | 88,356 CHF | 99.98% | 99.98% |
30/04/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 89,522 CHF | 89,922 CHF | 100.00% | 100.00% |
29/04/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 90,499 CHF | 90,899 CHF | 100.00% | 100.00% |
26/04/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 87,791 CHF | 88,191 CHF | 99.58% | 99.58% |