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 | 0.32% | 3.16 CHF | 3.17 CHF | 20,000 | 20,000 | 20,000 | 8,992 | 62,830 CHF | 28,331 CHF | 97.76% | 97.76% |
13/05/2024 | 0.31% | 3.14 CHF | 3.15 CHF | 20,000 | 20,000 | 20,000 | 9,017 | 63,959 CHF | 28,688 CHF | 97.67% | 97.67% |
10/05/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 20,000 | 20,000 | 20,000 | 8,880 | 62,875 CHF | 28,009 CHF | 98.56% | 98.56% |
08/05/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 20,000 | 20,000 | 20,000 | 8,941 | 61,732 CHF | 27,678 CHF | 99.30% | 99.30% |
07/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 20,000 | 20,000 | 20,000 | 8,933 | 62,655 CHF | 28,049 CHF | 99.55% | 99.55% |
06/05/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 20,000 | 20,000 | 20,000 | 8,937 | 60,795 CHF | 27,258 CHF | 99.57% | 99.57% |
03/05/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 20,000 | 20,000 | 20,000 | 8,941 | 58,311 CHF | 26,389 CHF | 99.44% | 99.44% |
02/05/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 20,000 | 20,000 | 20,000 | 8,929 | 57,609 CHF | 25,744 CHF | 99.54% | 99.54% |
30/04/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 20,000 | 20,000 | 20,000 | 8,936 | 58,795 CHF | 26,282 CHF | 99.59% | 99.59% |
29/04/2024 | 0.33% | 2.94 CHF | 2.95 CHF | 20,000 | 20,000 | 20,000 | 8,949 | 60,552 CHF | 26,937 CHF | 99.03% | 99.03% |