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 | 0.41% | 2.38 CHF | 2.39 CHF | 54,000 | 54,000 | 53,476 | 53,476 | 129,960 CHF | 130,495 CHF | 100.00% | 100.00% |
14/05/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 52,000 | 52,000 | 53,187 | 53,187 | 130,835 CHF | 131,367 CHF | 100.00% | 100.00% |
13/05/2024 | 0.44% | 2.35 CHF | 2.36 CHF | 55,000 | 55,000 | 55,850 | 55,850 | 127,728 CHF | 128,286 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 56,000 | 56,000 | 55,252 | 55,252 | 128,153 CHF | 128,705 CHF | 100.00% | 100.00% |
08/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 56,000 | 56,000 | 55,990 | 55,990 | 129,498 CHF | 130,058 CHF | 99.06% | 99.06% |
07/05/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 56,000 | 56,000 | 55,997 | 55,997 | 128,529 CHF | 129,089 CHF | 99.66% | 99.66% |
06/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 56,000 | 56,000 | 56,520 | 56,520 | 127,767 CHF | 128,332 CHF | 100.00% | 100.00% |
03/05/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 57,000 | 57,000 | 56,891 | 56,891 | 128,443 CHF | 129,012 CHF | 100.00% | 100.00% |
02/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 57,000 | 57,000 | 56,157 | 56,157 | 128,272 CHF | 128,834 CHF | 100.00% | 100.00% |
30/04/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 57,000 | 57,000 | 56,959 | 56,959 | 127,629 CHF | 128,199 CHF | 100.00% | 100.00% |