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 | 0.28% | 3.68 CHF | 3.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,939 CHF | 90,189 CHF | 98.54% | 98.54% |
14/05/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,419 CHF | 88,669 CHF | 91.30% | 91.30% |
13/05/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,551 CHF | 88,801 CHF | 99.93% | 99.93% |
10/05/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,403 CHF | 89,653 CHF | 99.84% | 99.84% |
08/05/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,182 CHF | 82,432 CHF | 99.94% | 99.94% |
07/05/2024 | 0.33% | 3.19 CHF | 3.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,266 CHF | 76,516 CHF | 100.00% | 100.00% |
06/05/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,462 CHF | 71,712 CHF | 100.00% | 100.00% |
03/05/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,506 CHF | 67,756 CHF | 96.62% | 96.62% |
02/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,708 CHF | 65,958 CHF | 100.00% | 100.00% |
30/04/2024 | 0.35% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,328 CHF | 72,578 CHF | 99.54% | 99.54% |