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 | 0.39% | 2.57 CHF | 2.58 CHF | 58,000 | 58,000 | 57,994 | 57,994 | 148,979 CHF | 149,559 CHF | 100.00% | 100.00% |
13/05/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 58,000 | 58,000 | 57,023 | 57,023 | 152,114 CHF | 152,684 CHF | 100.00% | 100.00% |
10/05/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 56,000 | 56,000 | 56,401 | 56,401 | 151,182 CHF | 151,746 CHF | 100.00% | 100.00% |
08/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 149,424 CHF | 150,004 CHF | 99.08% | 99.08% |
07/05/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 58,000 | 58,000 | 58,710 | 58,710 | 146,948 CHF | 147,535 CHF | 99.94% | 99.94% |
06/05/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 147,280 CHF | 147,880 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 144,631 CHF | 145,231 CHF | 99.97% | 99.97% |
02/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 143,708 CHF | 144,308 CHF | 100.00% | 100.00% |
30/04/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 60,000 | 60,000 | 59,943 | 59,943 | 144,762 CHF | 145,362 CHF | 100.00% | 100.00% |
29/04/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 145,579 CHF | 146,179 CHF | 100.00% | 100.00% |