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 | 0.31% | 3.26 CHF | 3.27 CHF | 20,000 | 20,000 | 20,000 | 8,991 | 64,929 CHF | 29,271 CHF | 97.73% | 97.73% |
13/05/2024 | 0.30% | 3.24 CHF | 3.25 CHF | 20,000 | 20,000 | 20,000 | 9,016 | 66,055 CHF | 29,629 CHF | 97.67% | 97.67% |
10/05/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 20,000 | 20,000 | 20,000 | 8,880 | 64,969 CHF | 28,939 CHF | 98.55% | 98.55% |
08/05/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 20,000 | 20,000 | 20,000 | 8,941 | 63,830 CHF | 28,614 CHF | 99.29% | 99.29% |
07/05/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 20,000 | 20,000 | 20,000 | 8,932 | 64,749 CHF | 28,984 CHF | 99.53% | 99.53% |
06/05/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 20,000 | 20,000 | 20,000 | 8,937 | 62,883 CHF | 28,190 CHF | 99.56% | 99.56% |
03/05/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 20,000 | 20,000 | 20,000 | 8,939 | 60,401 CHF | 27,315 CHF | 99.41% | 99.41% |
02/05/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 20,000 | 20,000 | 20,000 | 8,930 | 59,713 CHF | 26,689 CHF | 99.53% | 99.53% |
30/04/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 20,000 | 20,000 | 20,000 | 8,936 | 60,898 CHF | 27,222 CHF | 99.59% | 99.59% |
29/04/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 20,000 | 20,000 | 20,000 | 8,949 | 62,653 CHF | 27,875 CHF | 99.01% | 99.01% |