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 | 0.91% | 3.01 CHF | 3.02 CHF | 50,000 | 50,000 | 30,420 | 30,420 | 86,837 CHF | 87,532 CHF | 99.59% | 99.59% |
14/05/2024 | 0.96% | 2.75 CHF | 2.76 CHF | 50,000 | 50,000 | 30,429 | 30,429 | 81,371 CHF | 82,067 CHF | 99.63% | 99.63% |
13/05/2024 | 0.93% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 30,429 | 30,429 | 83,584 CHF | 84,280 CHF | 99.62% | 99.62% |
10/05/2024 | 0.90% | 2.73 CHF | 2.74 CHF | 50,000 | 50,000 | 30,783 | 30,783 | 86,448 CHF | 87,140 CHF | 90.85% | 90.85% |
08/05/2024 | 0.90% | 2.80 CHF | 2.81 CHF | 50,000 | 50,000 | 30,429 | 30,429 | 86,405 CHF | 87,100 CHF | 99.63% | 99.63% |
07/05/2024 | 0.89% | 2.97 CHF | 2.98 CHF | 50,000 | 50,000 | 30,429 | 30,429 | 88,134 CHF | 88,830 CHF | 99.64% | 99.64% |
06/05/2024 | 0.91% | 2.90 CHF | 2.91 CHF | 50,000 | 50,000 | 30,497 | 30,497 | 86,352 CHF | 87,047 CHF | 98.39% | 98.39% |
03/05/2024 | 1.02% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 33,151 | 30,360 | 83,513 CHF | 77,310 CHF | 99.27% | 99.27% |
02/05/2024 | 1.04% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 34,139 | 30,374 | 83,410 CHF | 74,828 CHF | 99.23% | 99.23% |
30/04/2024 | 0.81% | 3.16 CHF | 3.17 CHF | 50,000 | 50,000 | 30,427 | 30,427 | 96,501 CHF | 97,196 CHF | 99.61% | 99.61% |