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 | 58,000 | 58,000 | 57,023 | 57,023 | 138,848 CHF | 139,419 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 56,000 | 56,000 | 56,400 | 56,400 | 138,073 CHF | 138,637 CHF | 100.00% | 100.00% |
08/05/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 135,937 CHF | 136,517 CHF | 99.09% | 99.09% |
07/05/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 58,000 | 58,000 | 58,711 | 58,711 | 133,314 CHF | 133,901 CHF | 99.94% | 99.94% |
06/05/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 133,374 CHF | 133,974 CHF | 100.00% | 100.00% |
03/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 130,715 CHF | 131,315 CHF | 99.99% | 99.99% |
02/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 129,763 CHF | 130,363 CHF | 99.99% | 99.99% |
30/04/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 60,000 | 60,000 | 59,943 | 59,943 | 130,792 CHF | 131,392 CHF | 100.00% | 100.00% |
29/04/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 131,662 CHF | 132,262 CHF | 100.00% | 100.00% |
26/04/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 129,279 CHF | 129,879 CHF | 99.59% | 99.59% |