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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 56,000 | 56,000 | 56,401 | 56,401 | 145,835 CHF | 146,399 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 143,925 CHF | 144,505 CHF | 99.09% | 99.09% |
07/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 58,000 | 58,000 | 58,711 | 58,711 | 141,421 CHF | 142,008 CHF | 99.94% | 99.94% |
06/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 141,690 CHF | 142,290 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 139,010 CHF | 139,610 CHF | 100.00% | 100.00% |
02/05/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 138,070 CHF | 138,670 CHF | 100.00% | 100.00% |
30/04/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 60,000 | 60,000 | 59,943 | 59,943 | 139,094 CHF | 139,694 CHF | 100.00% | 100.00% |
29/04/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 139,965 CHF | 140,565 CHF | 100.00% | 100.00% |
26/04/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 137,584 CHF | 138,184 CHF | 99.59% | 99.59% |
25/04/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 139,143 CHF | 139,743 CHF | 100.00% | 100.00% |