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 | 0.47% | 2.11 CHF | 2.12 CHF | 58,000 | 58,000 | 57,993 | 57,993 | 121,978 CHF | 122,558 CHF | 100.00% | 100.00% |
13/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 58,000 | 58,000 | 57,023 | 57,023 | 125,618 CHF | 126,189 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 56,000 | 56,000 | 56,401 | 56,401 | 124,970 CHF | 125,534 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 122,473 CHF | 123,053 CHF | 99.09% | 99.09% |
07/05/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 58,000 | 58,000 | 58,711 | 58,711 | 119,686 CHF | 120,274 CHF | 99.94% | 99.94% |
06/05/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 119,467 CHF | 120,067 CHF | 100.00% | 100.00% |
03/05/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 116,808 CHF | 117,408 CHF | 100.00% | 100.00% |
02/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 115,864 CHF | 116,464 CHF | 99.99% | 99.99% |
30/04/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 60,000 | 60,000 | 59,942 | 59,942 | 116,914 CHF | 117,514 CHF | 100.00% | 100.00% |
29/04/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 117,769 CHF | 118,369 CHF | 100.00% | 100.00% |