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 | 0.71% | 2.83 CHF | 2.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,271 CHF | 142,271 CHF | 100.00% | 100.00% |
10/05/2024 | 0.78% | 2.76 CHF | 2.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,168 CHF | 140,257 CHF | 100.00% | 100.00% |
08/05/2024 | 0.71% | 2.78 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,234 CHF | 141,234 CHF | 98.85% | 98.85% |
07/05/2024 | 0.75% | 2.77 CHF | 2.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,354 CHF | 134,354 CHF | 97.06% | 97.06% |
06/05/2024 | 0.76% | 2.63 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,319 CHF | 132,319 CHF | 99.38% | 99.38% |
03/05/2024 | 0.76% | 2.63 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,938 CHF | 131,938 CHF | 97.92% | 97.92% |
02/05/2024 | 0.72% | 2.56 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,503 CHF | 129,425 CHF | 99.40% | 99.40% |
30/04/2024 | 0.78% | 2.53 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,493 CHF | 128,493 CHF | 100.00% | 100.00% |
29/04/2024 | 0.77% | 2.54 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,999 CHF | 129,999 CHF | 100.00% | 100.00% |
26/04/2024 | 0.73% | 2.58 CHF | 2.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,326 CHF | 127,254 CHF | 99.22% | 99.22% |