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 | 0.38% | 2.68 CHF | 2.69 CHF | 52,000 | 52,000 | 53,187 | 53,187 | 139,726 CHF | 140,258 CHF | 99.99% | 99.99% |
13/05/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 55,000 | 55,000 | 55,850 | 55,850 | 137,035 CHF | 137,594 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 56,000 | 56,000 | 55,252 | 55,252 | 137,281 CHF | 137,833 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 56,000 | 56,000 | 55,991 | 55,991 | 138,189 CHF | 138,749 CHF | 99.06% | 99.06% |
07/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 56,000 | 56,000 | 55,997 | 55,997 | 137,279 CHF | 137,840 CHF | 99.66% | 99.66% |
06/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 56,000 | 56,000 | 56,520 | 56,520 | 136,609 CHF | 137,174 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 57,000 | 57,000 | 56,891 | 56,891 | 137,345 CHF | 137,914 CHF | 100.00% | 100.00% |
02/05/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 57,000 | 57,000 | 56,157 | 56,157 | 137,064 CHF | 137,625 CHF | 100.00% | 100.00% |
30/04/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 57,000 | 57,000 | 56,958 | 56,958 | 136,534 CHF | 137,104 CHF | 99.99% | 99.99% |
29/04/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 57,000 | 57,000 | 56,638 | 56,638 | 137,044 CHF | 137,611 CHF | 99.57% | 99.57% |