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 | 0.69% | 3.02 CHF | 3.04 CHF | 50,000 | 50,000 | 49,758 | 49,758 | 146,581 CHF | 147,586 CHF | 98.90% | 98.90% |
14/05/2024 | 0.68% | 2.92 CHF | 2.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 145,871 CHF | 146,871 CHF | 99.99% | 99.99% |
13/05/2024 | 0.67% | 2.99 CHF | 3.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,271 CHF | 150,271 CHF | 100.00% | 100.00% |
10/05/2024 | 0.74% | 2.92 CHF | 2.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,168 CHF | 148,257 CHF | 100.00% | 100.00% |
08/05/2024 | 0.67% | 2.94 CHF | 2.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,234 CHF | 149,234 CHF | 98.85% | 98.85% |
07/05/2024 | 0.71% | 2.93 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,354 CHF | 142,354 CHF | 97.06% | 97.06% |
06/05/2024 | 0.72% | 2.79 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,319 CHF | 140,319 CHF | 99.38% | 99.38% |
03/05/2024 | 0.72% | 2.79 CHF | 2.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,937 CHF | 139,937 CHF | 97.92% | 97.92% |
02/05/2024 | 0.67% | 2.72 CHF | 2.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,503 CHF | 137,425 CHF | 99.39% | 99.39% |
30/04/2024 | 0.74% | 2.69 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,493 CHF | 136,493 CHF | 100.00% | 100.00% |