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 | 0.26% | 3.76 CHF | 3.77 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 566,929 CHF | 568,429 CHF | 98.93% | 98.93% |
13/05/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 576,706 CHF | 578,206 CHF | 99.17% | 99.17% |
10/05/2024 | 0.25% | 3.85 CHF | 3.86 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 588,053 CHF | 589,553 CHF | 96.49% | 96.49% |
08/05/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 580,978 CHF | 582,478 CHF | 99.18% | 99.18% |
07/05/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 581,140 CHF | 582,640 CHF | 98.99% | 98.99% |
06/05/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 568,424 CHF | 569,924 CHF | 98.95% | 98.95% |
03/05/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 564,068 CHF | 565,568 CHF | 99.17% | 99.17% |
02/05/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 547,965 CHF | 549,465 CHF | 98.85% | 98.85% |
30/04/2024 | 0.27% | 3.61 CHF | 3.62 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 552,044 CHF | 553,544 CHF | 99.08% | 99.08% |
29/04/2024 | 0.27% | 3.58 CHF | 3.59 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 549,052 CHF | 550,552 CHF | 97.51% | 97.51% |