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 | 0.30% | 3.32 CHF | 3.33 CHF | 20,000 | 20,000 | 20,000 | 8,988 | 66,097 CHF | 29,785 CHF | 97.79% | 97.79% |
13/05/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 20,000 | 20,000 | 20,000 | 9,011 | 67,222 CHF | 30,141 CHF | 97.70% | 97.70% |
10/05/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 20,000 | 20,000 | 20,000 | 8,879 | 66,136 CHF | 29,453 CHF | 98.59% | 98.59% |
08/05/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 20,000 | 20,000 | 20,000 | 8,945 | 64,997 CHF | 29,149 CHF | 99.38% | 99.38% |
07/05/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 20,000 | 20,000 | 20,000 | 8,934 | 65,915 CHF | 29,510 CHF | 99.60% | 99.60% |
06/05/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 20,000 | 20,000 | 20,000 | 8,932 | 64,046 CHF | 28,695 CHF | 99.57% | 99.57% |
03/05/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 20,000 | 20,000 | 20,000 | 8,934 | 61,565 CHF | 27,822 CHF | 99.35% | 99.35% |
02/05/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 20,000 | 20,000 | 20,000 | 8,935 | 60,884 CHF | 27,226 CHF | 99.62% | 99.62% |
30/04/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 20,000 | 20,000 | 20,000 | 8,933 | 62,071 CHF | 27,737 CHF | 99.59% | 99.59% |
29/04/2024 | 0.31% | 3.10 CHF | 3.11 CHF | 20,000 | 20,000 | 20,000 | 8,955 | 63,822 CHF | 28,419 CHF | 99.02% | 99.02% |