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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 41,000 | 41,000 | 40,591 | 40,591 | 99,329 CHF | 99,735 CHF | 100.00% | 100.00% |
10/05/2024 | 0.42% | 2.45 CHF | 2.46 CHF | 41,000 | 41,000 | 40,648 | 40,648 | 98,473 CHF | 98,879 CHF | 87.24% | 93.34% |
08/05/2024 | 0.44% | 2.34 CHF | 2.35 CHF | 41,000 | 41,000 | 41,397 | 41,397 | 93,808 CHF | 94,223 CHF | 99.36% | 99.36% |
07/05/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 42,000 | 42,000 | 41,584 | 41,584 | 87,349 CHF | 87,765 CHF | 99.49% | 99.49% |
06/05/2024 | 0.46% | 2.09 CHF | 2.10 CHF | 42,000 | 42,000 | 41,536 | 41,536 | 90,623 CHF | 91,039 CHF | 97.53% | 97.53% |
03/05/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 42,000 | 42,000 | 41,829 | 41,829 | 90,192 CHF | 90,610 CHF | 96.26% | 96.26% |
02/05/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 42,000 | 42,000 | 41,871 | 41,871 | 89,252 CHF | 89,671 CHF | 99.33% | 99.33% |
30/04/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 42,000 | 42,000 | 41,549 | 41,549 | 92,245 CHF | 92,661 CHF | 99.14% | 99.14% |
29/04/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 42,000 | 42,000 | 41,532 | 41,532 | 92,272 CHF | 92,688 CHF | 98.27% | 98.27% |
26/04/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 42,000 | 42,000 | 41,842 | 41,842 | 94,024 CHF | 94,442 CHF | 99.28% | 99.28% |