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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.75% | 2.65 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,249 CHF | 133,249 CHF | 100.00% | 100.00% |
10/05/2024 | 0.78% | 2.58 CHF | 2.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,145 CHF | 131,168 CHF | 100.00% | 100.00% |
08/05/2024 | 0.76% | 2.60 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,210 CHF | 132,210 CHF | 98.86% | 98.86% |
07/05/2024 | 0.80% | 2.59 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,286 CHF | 125,286 CHF | 97.06% | 97.06% |
06/05/2024 | 0.81% | 2.45 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,292 CHF | 123,292 CHF | 99.38% | 99.38% |
03/05/2024 | 0.82% | 2.45 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,916 CHF | 122,916 CHF | 97.23% | 97.23% |
02/05/2024 | 0.81% | 2.38 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,424 CHF | 120,394 CHF | 99.40% | 99.40% |
30/04/2024 | 0.84% | 2.35 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,476 CHF | 119,476 CHF | 100.00% | 100.00% |
29/04/2024 | 0.83% | 2.36 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,905 CHF | 120,905 CHF | 100.00% | 100.00% |
26/04/2024 | 0.85% | 2.40 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,253 CHF | 118,253 CHF | 99.21% | 99.21% |