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 | 0.76% | 2.83 CHF | 2.85 CHF | 50,000 | 50,000 | 49,758 | 49,758 | 136,730 CHF | 137,768 CHF | 98.90% | 98.90% |
14/05/2024 | 0.78% | 2.73 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,970 CHF | 137,035 CHF | 100.00% | 100.00% |
13/05/2024 | 0.71% | 2.79 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,435 CHF | 140,435 CHF | 100.00% | 100.00% |
10/05/2024 | 0.74% | 2.72 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,357 CHF | 138,371 CHF | 100.00% | 100.00% |
08/05/2024 | 0.72% | 2.74 CHF | 2.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,427 CHF | 139,427 CHF | 98.83% | 98.83% |
07/05/2024 | 0.76% | 2.74 CHF | 2.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,475 CHF | 132,475 CHF | 97.06% | 97.06% |
06/05/2024 | 0.77% | 2.59 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,521 CHF | 130,521 CHF | 99.37% | 99.37% |
03/05/2024 | 0.77% | 2.59 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,100 CHF | 130,100 CHF | 97.38% | 97.38% |
02/05/2024 | 0.77% | 2.53 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,617 CHF | 127,592 CHF | 99.39% | 99.39% |
30/04/2024 | 0.79% | 2.49 CHF | 2.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,686 CHF | 126,686 CHF | 99.99% | 99.99% |