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 | 0.33% | 3.05 CHF | 3.06 CHF | 58,000 | 58,000 | 57,995 | 57,995 | 176,391 CHF | 176,971 CHF | 100.00% | 100.00% |
13/05/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 58,000 | 58,000 | 57,023 | 57,023 | 179,102 CHF | 179,672 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 56,000 | 56,000 | 56,400 | 56,400 | 177,836 CHF | 178,400 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 176,859 CHF | 177,439 CHF | 99.09% | 99.09% |
07/05/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 58,000 | 58,000 | 58,711 | 58,711 | 174,681 CHF | 175,269 CHF | 99.94% | 99.94% |
06/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 175,630 CHF | 176,230 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 173,023 CHF | 173,623 CHF | 99.98% | 99.98% |
02/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 172,078 CHF | 172,678 CHF | 100.00% | 100.00% |
30/04/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 60,000 | 60,000 | 59,943 | 59,943 | 173,078 CHF | 173,678 CHF | 100.00% | 100.00% |
29/04/2024 | 0.34% | 2.91 CHF | 2.92 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 173,879 CHF | 174,479 CHF | 100.00% | 100.00% |