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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.97% | 1.99 CHF | 2.01 CHF | 94,000 | 94,000 | 94,934 | 94,934 | 195,683 CHF | 197,586 CHF | 100.00% | 100.00% |
14/05/2024 | 0.90% | 2.26 CHF | 2.28 CHF | 99,000 | 99,000 | 98,279 | 98,279 | 218,503 CHF | 220,469 CHF | 99.96% | 99.96% |
13/05/2024 | 0.93% | 2.15 CHF | 2.17 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 205,931 CHF | 207,862 CHF | 99.88% | 99.88% |
10/05/2024 | 0.97% | 2.08 CHF | 2.10 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 193,936 CHF | 195,822 CHF | 100.00% | 100.00% |
08/05/2024 | 0.95% | 2.12 CHF | 2.14 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 198,416 CHF | 200,317 CHF | 98.93% | 98.93% |
07/05/2024 | 0.93% | 2.13 CHF | 2.15 CHF | 96,000 | 96,000 | 95,962 | 95,962 | 206,733 CHF | 208,653 CHF | 99.75% | 99.75% |
06/05/2024 | 0.93% | 2.18 CHF | 2.20 CHF | 97,000 | 97,000 | 96,058 | 96,058 | 206,532 CHF | 208,453 CHF | 100.00% | 100.00% |
03/05/2024 | 0.92% | 2.14 CHF | 2.16 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 206,540 CHF | 208,459 CHF | 99.98% | 99.98% |
02/05/2024 | 0.91% | 2.22 CHF | 2.24 CHF | 97,000 | 97,000 | 96,516 | 96,516 | 210,447 CHF | 212,377 CHF | 98.57% | 98.57% |
30/04/2024 | 0.90% | 2.24 CHF | 2.26 CHF | 98,000 | 98,000 | 97,216 | 97,216 | 215,757 CHF | 217,702 CHF | 99.99% | 99.99% |