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 | 0.74% | 2.85 CHF | 2.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,281 CHF | 143,336 CHF | 99.99% | 99.99% |
13/05/2024 | 0.74% | 2.91 CHF | 2.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,670 CHF | 146,749 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 2.85 CHF | 2.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,645 CHF | 144,645 CHF | 100.00% | 100.00% |
08/05/2024 | 0.74% | 2.87 CHF | 2.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,642 CHF | 145,711 CHF | 98.86% | 98.86% |
07/05/2024 | 0.72% | 2.86 CHF | 2.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,786 CHF | 138,786 CHF | 97.06% | 97.06% |
06/05/2024 | 0.73% | 2.72 CHF | 2.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,792 CHF | 136,792 CHF | 99.37% | 99.37% |
03/05/2024 | 0.68% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,413 CHF | 136,335 CHF | 97.88% | 97.88% |
02/05/2024 | 0.75% | 2.65 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,894 CHF | 133,894 CHF | 99.40% | 99.40% |
30/04/2024 | 0.76% | 2.62 CHF | 2.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,911 CHF | 132,911 CHF | 99.99% | 99.99% |
29/04/2024 | 0.73% | 2.63 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,405 CHF | 134,388 CHF | 100.00% | 100.00% |