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 | 0.81% | 2.62 CHF | 2.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,570 CHF | 131,631 CHF | 99.89% | 99.89% |
13/05/2024 | 0.74% | 2.68 CHF | 2.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,040 CHF | 135,040 CHF | 100.00% | 100.00% |
10/05/2024 | 0.77% | 2.62 CHF | 2.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,959 CHF | 132,982 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 2.63 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,028 CHF | 134,028 CHF | 98.85% | 98.85% |
07/05/2024 | 0.79% | 2.63 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,064 CHF | 127,064 CHF | 97.06% | 97.06% |
06/05/2024 | 0.80% | 2.48 CHF | 2.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,135 CHF | 125,135 CHF | 99.38% | 99.38% |
03/05/2024 | 0.81% | 2.48 CHF | 2.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,692 CHF | 124,692 CHF | 97.93% | 97.93% |
02/05/2024 | 0.82% | 2.42 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,221 CHF | 122,221 CHF | 99.11% | 99.11% |
30/04/2024 | 0.83% | 2.38 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,295 CHF | 121,295 CHF | 98.78% | 98.78% |
29/04/2024 | 0.82% | 2.39 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,746 CHF | 122,746 CHF | 100.00% | 100.00% |