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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 54,000 | 54,000 | 53,475 | 53,475 | 147,299 CHF | 147,835 CHF | 100.00% | 100.00% |
14/05/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 52,000 | 52,000 | 53,187 | 53,187 | 148,089 CHF | 148,621 CHF | 100.00% | 100.00% |
13/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 55,000 | 55,000 | 55,850 | 55,850 | 145,835 CHF | 146,394 CHF | 100.00% | 100.00% |
10/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 56,000 | 56,000 | 55,252 | 55,252 | 146,001 CHF | 146,554 CHF | 100.00% | 100.00% |
08/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 56,000 | 56,000 | 55,990 | 55,990 | 146,992 CHF | 147,552 CHF | 99.06% | 99.06% |
07/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 56,000 | 56,000 | 55,997 | 55,997 | 146,066 CHF | 146,626 CHF | 99.66% | 99.66% |
06/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 56,000 | 56,000 | 56,520 | 56,520 | 145,444 CHF | 146,009 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 57,000 | 57,000 | 56,891 | 56,891 | 146,190 CHF | 146,759 CHF | 99.98% | 99.98% |
02/05/2024 | 0.38% | 2.56 CHF | 2.57 CHF | 57,000 | 57,000 | 56,157 | 56,157 | 145,862 CHF | 146,423 CHF | 99.99% | 99.99% |
30/04/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 57,000 | 57,000 | 56,959 | 56,959 | 145,492 CHF | 146,062 CHF | 100.00% | 100.00% |