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 | 0.43% | 2.34 CHF | 2.35 CHF | 58,000 | 58,000 | 57,023 | 57,023 | 133,868 CHF | 134,438 CHF | 100.00% | 100.00% |
10/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 56,000 | 56,000 | 56,400 | 56,400 | 133,128 CHF | 133,692 CHF | 100.00% | 100.00% |
08/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 130,898 CHF | 131,478 CHF | 99.09% | 99.09% |
07/05/2024 | 0.46% | 2.23 CHF | 2.24 CHF | 58,000 | 58,000 | 58,711 | 58,711 | 128,229 CHF | 128,816 CHF | 99.94% | 99.94% |
06/05/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 128,133 CHF | 128,733 CHF | 100.00% | 100.00% |
03/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 125,550 CHF | 126,150 CHF | 99.94% | 99.94% |
02/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 124,615 CHF | 125,215 CHF | 100.00% | 100.00% |
30/04/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 60,000 | 60,000 | 59,942 | 59,942 | 125,685 CHF | 126,285 CHF | 100.00% | 100.00% |
29/04/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 126,453 CHF | 127,053 CHF | 100.00% | 100.00% |
26/04/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 124,106 CHF | 124,706 CHF | 99.59% | 99.59% |