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 | 0.42% | 2.45 CHF | 2.46 CHF | 52,000 | 52,000 | 53,187 | 53,187 | 127,494 CHF | 128,026 CHF | 99.99% | 99.99% |
13/05/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 55,000 | 55,000 | 55,850 | 55,850 | 124,215 CHF | 124,774 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 56,000 | 56,000 | 55,252 | 55,252 | 124,617 CHF | 125,169 CHF | 100.00% | 100.00% |
08/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 56,000 | 56,000 | 55,990 | 55,990 | 125,365 CHF | 125,925 CHF | 99.06% | 99.06% |
07/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 56,000 | 56,000 | 55,998 | 55,998 | 124,437 CHF | 124,997 CHF | 99.66% | 99.66% |
06/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 56,000 | 56,000 | 56,520 | 56,520 | 124,250 CHF | 124,816 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 57,000 | 57,000 | 56,891 | 56,891 | 124,917 CHF | 125,486 CHF | 99.97% | 99.97% |
02/05/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 57,000 | 57,000 | 56,157 | 56,157 | 124,765 CHF | 125,326 CHF | 99.99% | 99.99% |
30/04/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 57,000 | 57,000 | 56,961 | 56,961 | 124,052 CHF | 124,622 CHF | 99.99% | 99.99% |
29/04/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 57,000 | 57,000 | 56,638 | 56,638 | 124,631 CHF | 125,198 CHF | 99.57% | 99.57% |