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 | 0.66% | 3.13 CHF | 3.15 CHF | 50,000 | 50,000 | 49,758 | 49,758 | 151,759 CHF | 152,764 CHF | 98.90% | 98.90% |
14/05/2024 | 0.66% | 3.03 CHF | 3.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,069 CHF | 152,069 CHF | 99.99% | 99.99% |
13/05/2024 | 0.65% | 3.09 CHF | 3.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,453 CHF | 155,453 CHF | 100.00% | 100.00% |
10/05/2024 | 0.71% | 3.03 CHF | 3.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,371 CHF | 153,459 CHF | 100.00% | 100.00% |
08/05/2024 | 0.65% | 3.04 CHF | 3.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,453 CHF | 154,453 CHF | 98.83% | 98.83% |
07/05/2024 | 0.68% | 3.04 CHF | 3.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,539 CHF | 147,539 CHF | 97.06% | 97.06% |
06/05/2024 | 0.69% | 2.89 CHF | 2.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,551 CHF | 145,551 CHF | 99.38% | 99.38% |
03/05/2024 | 0.69% | 2.89 CHF | 2.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,131 CHF | 145,131 CHF | 97.48% | 97.48% |
02/05/2024 | 0.70% | 2.83 CHF | 2.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,617 CHF | 142,617 CHF | 99.40% | 99.40% |
30/04/2024 | 0.69% | 2.79 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,707 CHF | 141,686 CHF | 99.99% | 99.99% |