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 | 0.37% | 2.76 CHF | 2.77 CHF | 52,000 | 52,000 | 53,187 | 53,187 | 144,176 CHF | 144,708 CHF | 99.99% | 99.99% |
13/05/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 55,000 | 55,000 | 55,850 | 55,850 | 141,719 CHF | 142,277 CHF | 100.00% | 100.00% |
10/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 56,000 | 56,000 | 55,252 | 55,252 | 141,981 CHF | 142,533 CHF | 100.00% | 100.00% |
08/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 56,000 | 56,000 | 55,990 | 55,990 | 143,499 CHF | 144,059 CHF | 99.06% | 99.06% |
07/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 56,000 | 56,000 | 55,998 | 55,998 | 142,533 CHF | 143,093 CHF | 99.66% | 99.66% |
06/05/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 56,000 | 56,000 | 56,520 | 56,520 | 141,885 CHF | 142,450 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 57,000 | 57,000 | 56,891 | 56,891 | 142,651 CHF | 143,219 CHF | 100.00% | 100.00% |
02/05/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 57,000 | 57,000 | 56,157 | 56,157 | 142,313 CHF | 142,875 CHF | 100.00% | 100.00% |
30/04/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 57,000 | 57,000 | 56,960 | 56,960 | 141,903 CHF | 142,473 CHF | 100.00% | 100.00% |
29/04/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 57,000 | 57,000 | 56,638 | 56,638 | 142,380 CHF | 142,946 CHF | 99.57% | 99.57% |