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 | 0.30% | 3.40 CHF | 3.41 CHF | 20,000 | 20,000 | 20,000 | 8,988 | 67,661 CHF | 30,487 CHF | 97.72% | 97.72% |
13/05/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 20,000 | 20,000 | 20,000 | 9,011 | 68,783 CHF | 30,844 CHF | 97.67% | 97.67% |
10/05/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 20,000 | 20,000 | 20,000 | 8,880 | 67,697 CHF | 30,148 CHF | 98.57% | 98.57% |
08/05/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 20,000 | 20,000 | 20,000 | 8,946 | 66,561 CHF | 29,851 CHF | 99.30% | 99.30% |
07/05/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 20,000 | 20,000 | 20,000 | 8,936 | 67,476 CHF | 30,213 CHF | 99.51% | 99.51% |
06/05/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 20,000 | 20,000 | 20,000 | 8,933 | 65,603 CHF | 29,391 CHF | 99.56% | 99.56% |
03/05/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 20,000 | 20,000 | 20,000 | 8,935 | 63,123 CHF | 28,518 CHF | 99.34% | 99.34% |
02/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 20,000 | 20,000 | 20,000 | 8,936 | 62,452 CHF | 27,931 CHF | 99.53% | 99.53% |
30/04/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 20,000 | 20,000 | 20,000 | 8,935 | 63,638 CHF | 28,443 CHF | 99.51% | 99.51% |
29/04/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 20,000 | 20,000 | 20,000 | 8,954 | 65,388 CHF | 29,116 CHF | 98.99% | 98.99% |