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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,903 CHF | 95,403 CHF | 96.01% | 96.01% |
08/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,684 CHF | 94,184 CHF | 99.38% | 99.38% |
07/05/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,363 CHF | 90,863 CHF | 99.22% | 99.22% |
06/05/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,730 CHF | 100,230 CHF | 99.20% | 99.20% |
03/05/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,898 CHF | 103,398 CHF | 99.38% | 99.38% |
02/05/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,288 CHF | 100,788 CHF | 99.39% | 99.39% |
30/04/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,112 CHF | 96,612 CHF | 99.43% | 99.43% |
29/04/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,330 CHF | 93,830 CHF | 99.31% | 99.31% |
26/04/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,739 CHF | 95,239 CHF | 97.24% | 97.24% |
25/04/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,785 CHF | 95,285 CHF | 83.98% | 83.98% |