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 | 0.78% | 2.66 CHF | 2.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,435 CHF | 133,466 CHF | 99.72% | 99.72% |
13/05/2024 | 0.73% | 2.72 CHF | 2.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,842 CHF | 136,842 CHF | 100.00% | 100.00% |
10/05/2024 | 0.74% | 2.65 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,775 CHF | 134,775 CHF | 100.00% | 100.00% |
08/05/2024 | 0.76% | 2.67 CHF | 2.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,818 CHF | 135,852 CHF | 98.86% | 98.86% |
07/05/2024 | 0.78% | 2.66 CHF | 2.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,948 CHF | 128,948 CHF | 97.06% | 97.06% |
06/05/2024 | 0.79% | 2.52 CHF | 2.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,931 CHF | 126,931 CHF | 99.38% | 99.38% |
03/05/2024 | 0.79% | 2.52 CHF | 2.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,528 CHF | 126,528 CHF | 97.90% | 97.90% |
02/05/2024 | 0.81% | 2.45 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,024 CHF | 124,024 CHF | 99.39% | 99.39% |
30/04/2024 | 0.82% | 2.42 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,100 CHF | 123,100 CHF | 100.00% | 100.00% |
29/04/2024 | 0.81% | 2.43 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,614 CHF | 124,614 CHF | 100.00% | 100.00% |