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 | 0.83% | 2.50 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,748 CHF | 125,781 CHF | 100.00% | 100.00% |
13/05/2024 | 0.78% | 2.56 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,170 CHF | 129,170 CHF | 100.00% | 100.00% |
10/05/2024 | 0.85% | 2.50 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,068 CHF | 127,145 CHF | 100.00% | 100.00% |
08/05/2024 | 0.78% | 2.52 CHF | 2.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,142 CHF | 128,142 CHF | 98.85% | 98.85% |
07/05/2024 | 0.83% | 2.51 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,256 CHF | 121,256 CHF | 97.06% | 97.06% |
06/05/2024 | 0.84% | 2.37 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,231 CHF | 119,231 CHF | 99.37% | 99.37% |
03/05/2024 | 0.85% | 2.36 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,836 CHF | 118,836 CHF | 97.53% | 97.53% |
02/05/2024 | 0.86% | 2.30 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,394 CHF | 116,394 CHF | 99.40% | 99.40% |
30/04/2024 | 0.87% | 2.27 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,411 CHF | 115,411 CHF | 99.99% | 99.99% |
29/04/2024 | 0.86% | 2.28 CHF | 2.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,888 CHF | 116,888 CHF | 100.00% | 100.00% |