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 | 3.79% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,944 CHF | 13,444 CHF | 99.49% | 99.55% |
13/05/2024 | 3.60% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,629 CHF | 14,129 CHF | 99.48% | 99.52% |
10/05/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,474 CHF | 13,974 CHF | 99.56% | 99.56% |
08/05/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,685 CHF | 15,185 CHF | 99.49% | 99.49% |
07/05/2024 | 3.57% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,788 CHF | 14,288 CHF | 99.52% | 99.52% |
06/05/2024 | 3.79% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,953 CHF | 13,453 CHF | 99.50% | 99.50% |
03/05/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,135 CHF | 14,635 CHF | 99.53% | 99.53% |
02/05/2024 | 3.30% | 0.28 CHF | 0.29 CHF | 40,000 | 40,000 | 36,757 | 36,757 | 10,941 CHF | 11,309 CHF | 99.47% | 99.47% |
30/04/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 12,257 CHF | 12,657 CHF | 99.48% | 99.48% |
29/04/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 11,155 CHF | 11,505 CHF | 99.53% | 99.53% |