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 | 0.83% | 2.47 CHF | 2.49 CHF | 94,000 | 94,000 | 94,955 | 94,955 | 227,751 CHF | 229,654 CHF | 99.43% | 99.43% |
14/05/2024 | 0.89% | 2.20 CHF | 2.22 CHF | 99,000 | 99,000 | 98,280 | 98,280 | 219,685 CHF | 221,651 CHF | 99.99% | 99.99% |
13/05/2024 | 0.86% | 2.31 CHF | 2.33 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 224,939 CHF | 226,871 CHF | 99.88% | 99.88% |
10/05/2024 | 0.82% | 2.39 CHF | 2.41 CHF | 95,000 | 95,000 | 94,271 | 94,271 | 227,600 CHF | 229,485 CHF | 100.00% | 100.00% |
08/05/2024 | 0.84% | 2.35 CHF | 2.37 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 226,655 CHF | 228,556 CHF | 98.93% | 98.93% |
07/05/2024 | 0.86% | 2.34 CHF | 2.36 CHF | 96,000 | 96,000 | 95,971 | 95,971 | 222,461 CHF | 224,381 CHF | 99.82% | 99.82% |
06/05/2024 | 0.86% | 2.29 CHF | 2.31 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 223,201 CHF | 225,122 CHF | 100.00% | 100.00% |
03/05/2024 | 0.86% | 2.33 CHF | 2.35 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 222,926 CHF | 224,845 CHF | 99.49% | 99.49% |
02/05/2024 | 0.87% | 2.26 CHF | 2.28 CHF | 97,000 | 97,000 | 96,514 | 96,514 | 221,612 CHF | 223,543 CHF | 97.66% | 97.66% |
30/04/2024 | 0.88% | 2.24 CHF | 2.26 CHF | 98,000 | 98,000 | 97,182 | 97,182 | 219,491 CHF | 221,436 CHF | 100.00% | 100.00% |