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 | 0.27% | 5.25 CHF | 5.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 79,131 CHF | 79,344 CHF | 99.56% | 99.56% |
10/05/2024 | 0.25% | 5.32 CHF | 5.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 78,715 CHF | 78,914 CHF | 99.45% | 99.50% |
08/05/2024 | 0.28% | 4.50 CHF | 4.51 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 66,892 CHF | 67,081 CHF | 99.50% | 99.50% |
07/05/2024 | 0.27% | 4.47 CHF | 4.48 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 65,625 CHF | 65,801 CHF | 99.41% | 99.48% |
06/05/2024 | 0.27% | 4.11 CHF | 4.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 62,382 CHF | 62,552 CHF | 99.47% | 99.51% |
03/05/2024 | 0.27% | 4.25 CHF | 4.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 63,902 CHF | 64,077 CHF | 99.50% | 99.50% |
02/05/2024 | 0.26% | 4.23 CHF | 4.24 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 63,370 CHF | 63,532 CHF | 99.50% | 99.50% |
30/04/2024 | 0.27% | 3.94 CHF | 3.95 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 61,739 CHF | 61,907 CHF | 99.57% | 99.57% |
29/04/2024 | 0.26% | 4.14 CHF | 4.15 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 60,528 CHF | 60,685 CHF | 99.55% | 99.55% |
26/04/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 57,623 CHF | 57,776 CHF | 99.56% | 99.56% |