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 | 0.39% | 2.59 CHF | 2.60 CHF | 52,000 | 52,000 | 53,186 | 53,186 | 135,270 CHF | 135,802 CHF | 100.00% | 100.00% |
13/05/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 55,000 | 55,000 | 55,850 | 55,850 | 132,413 CHF | 132,972 CHF | 100.00% | 100.00% |
10/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 56,000 | 56,000 | 55,252 | 55,252 | 132,736 CHF | 133,288 CHF | 100.00% | 100.00% |
08/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 56,000 | 56,000 | 55,990 | 55,990 | 133,553 CHF | 134,113 CHF | 99.06% | 99.06% |
07/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 56,000 | 56,000 | 55,998 | 55,998 | 132,619 CHF | 133,179 CHF | 99.66% | 99.66% |
06/05/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 56,000 | 56,000 | 56,520 | 56,520 | 131,901 CHF | 132,466 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 57,000 | 57,000 | 56,891 | 56,891 | 132,560 CHF | 133,129 CHF | 99.98% | 99.98% |
02/05/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 57,000 | 57,000 | 56,157 | 56,157 | 132,383 CHF | 132,945 CHF | 99.99% | 99.99% |
30/04/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 57,000 | 57,000 | 56,961 | 56,961 | 131,800 CHF | 132,370 CHF | 100.00% | 100.00% |
29/04/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 57,000 | 57,000 | 56,638 | 56,638 | 132,959 CHF | 133,526 CHF | 99.57% | 99.57% |