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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.61% | 3.42 CHF | 3.44 CHF | 50,000 | 50,000 | 49,758 | 49,758 | 166,389 CHF | 167,395 CHF | 98.90% | 98.90% |
14/05/2024 | 0.60% | 3.32 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,781 CHF | 166,781 CHF | 99.99% | 99.99% |
13/05/2024 | 0.59% | 3.38 CHF | 3.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,170 CHF | 170,170 CHF | 100.00% | 100.00% |
10/05/2024 | 0.64% | 3.32 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,068 CHF | 168,145 CHF | 100.00% | 100.00% |
08/05/2024 | 0.60% | 3.34 CHF | 3.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,127 CHF | 169,142 CHF | 98.86% | 98.86% |
07/05/2024 | 0.62% | 3.33 CHF | 3.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,256 CHF | 162,256 CHF | 97.06% | 97.06% |
06/05/2024 | 0.63% | 3.19 CHF | 3.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,231 CHF | 160,231 CHF | 99.38% | 99.38% |
03/05/2024 | 0.61% | 3.18 CHF | 3.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,835 CHF | 159,808 CHF | 97.89% | 97.89% |
02/05/2024 | 0.64% | 3.12 CHF | 3.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,312 CHF | 157,312 CHF | 99.40% | 99.40% |
30/04/2024 | 0.64% | 3.09 CHF | 3.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,391 CHF | 156,391 CHF | 99.99% | 99.99% |