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 | 0.38% | 2.62 CHF | 2.63 CHF | 54,000 | 54,000 | 53,476 | 53,476 | 142,843 CHF | 143,379 CHF | 99.99% | 99.99% |
14/05/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 52,000 | 52,000 | 53,187 | 53,187 | 143,645 CHF | 144,177 CHF | 100.00% | 100.00% |
13/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 55,000 | 55,000 | 55,850 | 55,850 | 141,160 CHF | 141,719 CHF | 100.00% | 100.00% |
10/05/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 56,000 | 56,000 | 55,252 | 55,252 | 141,430 CHF | 141,982 CHF | 100.00% | 100.00% |
08/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 56,000 | 56,000 | 55,991 | 55,991 | 142,941 CHF | 143,501 CHF | 99.06% | 99.06% |
07/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 56,000 | 56,000 | 55,997 | 55,997 | 141,971 CHF | 142,531 CHF | 99.66% | 99.66% |
06/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 56,000 | 56,000 | 56,520 | 56,520 | 141,320 CHF | 141,885 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 57,000 | 57,000 | 56,891 | 56,891 | 142,081 CHF | 142,650 CHF | 100.00% | 100.00% |
02/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 57,000 | 57,000 | 56,157 | 56,157 | 141,752 CHF | 142,313 CHF | 100.00% | 100.00% |
30/04/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 57,000 | 57,000 | 56,960 | 56,960 | 141,333 CHF | 141,903 CHF | 100.00% | 100.00% |