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 | 0.67% | 2.99 CHF | 3.01 CHF | 14,000 | 14,000 | 13,868 | 13,868 | 41,700 CHF | 41,977 CHF | 99.81% | 99.81% |
10/05/2024 | 0.66% | 3.02 CHF | 3.04 CHF | 14,000 | 14,000 | 13,897 | 13,897 | 42,115 CHF | 42,393 CHF | 99.36% | 99.36% |
08/05/2024 | 0.69% | 2.91 CHF | 2.93 CHF | 14,000 | 14,000 | 13,968 | 13,968 | 40,367 CHF | 40,647 CHF | 99.50% | 99.50% |
07/05/2024 | 0.71% | 2.90 CHF | 2.92 CHF | 14,000 | 14,000 | 13,852 | 13,852 | 39,541 CHF | 39,818 CHF | 99.66% | 99.66% |
06/05/2024 | 0.70% | 2.85 CHF | 2.87 CHF | 14,000 | 14,000 | 13,837 | 13,837 | 39,651 CHF | 39,929 CHF | 98.61% | 98.61% |
03/05/2024 | 0.71% | 2.82 CHF | 2.84 CHF | 14,000 | 14,000 | 13,956 | 13,956 | 39,278 CHF | 39,557 CHF | 97.37% | 97.37% |
02/05/2024 | 0.75% | 2.66 CHF | 2.68 CHF | 15,000 | 15,000 | 14,926 | 14,926 | 40,094 CHF | 40,393 CHF | 99.20% | 99.20% |
30/04/2024 | 0.74% | 2.66 CHF | 2.68 CHF | 15,000 | 15,000 | 14,916 | 14,916 | 40,384 CHF | 40,682 CHF | 99.55% | 99.55% |
29/04/2024 | 0.73% | 2.73 CHF | 2.75 CHF | 15,000 | 15,000 | 14,325 | 14,325 | 39,581 CHF | 39,868 CHF | 99.64% | 99.64% |
26/04/2024 | 0.74% | 2.76 CHF | 2.78 CHF | 15,000 | 15,000 | 14,939 | 14,939 | 40,466 CHF | 40,764 CHF | 99.25% | 99.25% |