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 | 0.82% | 2.49 CHF | 2.51 CHF | 14,000 | 14,000 | 13,852 | 13,852 | 34,228 CHF | 34,505 CHF | 99.04% | 99.04% |
13/05/2024 | 0.83% | 2.41 CHF | 2.43 CHF | 14,000 | 14,000 | 13,867 | 13,867 | 33,655 CHF | 33,932 CHF | 99.81% | 99.81% |
10/05/2024 | 0.82% | 2.44 CHF | 2.46 CHF | 14,000 | 14,000 | 13,903 | 13,903 | 34,067 CHF | 34,346 CHF | 99.32% | 99.32% |
08/05/2024 | 0.86% | 2.33 CHF | 2.35 CHF | 14,000 | 14,000 | 13,978 | 13,978 | 32,290 CHF | 32,569 CHF | 99.41% | 99.41% |
07/05/2024 | 0.89% | 2.32 CHF | 2.34 CHF | 14,000 | 14,000 | 13,855 | 13,855 | 31,514 CHF | 31,791 CHF | 99.59% | 99.59% |
06/05/2024 | 0.88% | 2.27 CHF | 2.29 CHF | 14,000 | 14,000 | 13,847 | 13,847 | 31,658 CHF | 31,936 CHF | 98.35% | 98.35% |
03/05/2024 | 0.90% | 2.24 CHF | 2.26 CHF | 14,000 | 14,000 | 13,971 | 13,971 | 31,216 CHF | 31,495 CHF | 97.29% | 97.29% |
02/05/2024 | 0.95% | 2.08 CHF | 2.10 CHF | 15,000 | 15,000 | 14,931 | 14,931 | 31,467 CHF | 31,766 CHF | 98.62% | 98.62% |
30/04/2024 | 0.94% | 2.08 CHF | 2.10 CHF | 15,000 | 15,000 | 14,930 | 14,930 | 31,782 CHF | 32,081 CHF | 97.14% | 97.14% |
29/04/2024 | 0.92% | 2.15 CHF | 2.17 CHF | 15,000 | 15,000 | 14,388 | 14,388 | 31,430 CHF | 31,719 CHF | 99.64% | 99.64% |