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 | 0.61% | 3.28 CHF | 3.30 CHF | 14,000 | 14,000 | 13,868 | 13,868 | 45,756 CHF | 46,033 CHF | 99.81% | 99.81% |
10/05/2024 | 0.60% | 3.32 CHF | 3.34 CHF | 14,000 | 14,000 | 13,905 | 13,905 | 46,209 CHF | 46,487 CHF | 99.31% | 99.31% |
08/05/2024 | 0.63% | 3.20 CHF | 3.22 CHF | 14,000 | 14,000 | 13,972 | 13,972 | 44,481 CHF | 44,761 CHF | 86.55% | 99.43% |
07/05/2024 | 0.64% | 3.19 CHF | 3.21 CHF | 14,000 | 14,000 | 13,853 | 13,853 | 43,595 CHF | 43,872 CHF | 99.61% | 99.61% |
06/05/2024 | 0.64% | 3.14 CHF | 3.16 CHF | 14,000 | 14,000 | 13,848 | 13,848 | 43,729 CHF | 44,006 CHF | 98.35% | 98.35% |
03/05/2024 | 0.64% | 3.12 CHF | 3.14 CHF | 14,000 | 14,000 | 13,974 | 13,974 | 43,402 CHF | 43,682 CHF | 97.88% | 97.88% |
02/05/2024 | 0.67% | 2.95 CHF | 2.97 CHF | 15,000 | 15,000 | 14,883 | 14,883 | 44,336 CHF | 44,633 CHF | 98.45% | 98.45% |
30/04/2024 | 0.67% | 2.95 CHF | 2.97 CHF | 15,000 | 15,000 | 14,931 | 14,931 | 44,786 CHF | 45,084 CHF | 98.58% | 98.58% |
29/04/2024 | 0.66% | 3.02 CHF | 3.04 CHF | 15,000 | 15,000 | 14,389 | 14,389 | 43,950 CHF | 44,239 CHF | 99.64% | 99.64% |
26/04/2024 | 0.67% | 3.05 CHF | 3.07 CHF | 15,000 | 15,000 | 14,937 | 14,937 | 44,824 CHF | 45,123 CHF | 99.08% | 99.08% |