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 | 0.31% | 3.32 CHF | 3.33 CHF | 20,000 | 20,000 | 20,000 | 8,966 | 65,041 CHF | 29,392 CHF | 98.42% | 98.42% |
14/05/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 20,000 | 20,000 | 20,000 | 8,993 | 63,946 CHF | 28,834 CHF | 97.76% | 97.76% |
13/05/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 20,000 | 20,000 | 20,000 | 9,017 | 65,074 CHF | 29,190 CHF | 97.67% | 97.67% |
10/05/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 20,000 | 20,000 | 20,000 | 8,880 | 63,989 CHF | 28,503 CHF | 98.56% | 98.56% |
08/05/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 20,000 | 20,000 | 20,000 | 8,940 | 62,848 CHF | 28,174 CHF | 99.29% | 99.29% |
07/05/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 20,000 | 20,000 | 20,000 | 8,933 | 63,769 CHF | 28,547 CHF | 99.55% | 99.55% |
06/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 20,000 | 20,000 | 20,000 | 8,937 | 61,906 CHF | 27,753 CHF | 99.56% | 99.56% |
03/05/2024 | 0.34% | 3.04 CHF | 3.05 CHF | 20,000 | 20,000 | 20,000 | 8,939 | 59,423 CHF | 26,878 CHF | 99.42% | 99.42% |
02/05/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 20,000 | 20,000 | 20,000 | 8,929 | 58,728 CHF | 26,244 CHF | 99.53% | 99.53% |
30/04/2024 | 0.33% | 2.94 CHF | 2.95 CHF | 20,000 | 20,000 | 20,000 | 8,937 | 59,914 CHF | 26,784 CHF | 99.60% | 99.60% |