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 | 0.82% | 2.36 CHF | 2.38 CHF | 94,000 | 94,000 | 94,935 | 94,935 | 230,631 CHF | 232,534 CHF | 100.00% | 100.00% |
14/05/2024 | 0.77% | 2.63 CHF | 2.65 CHF | 99,000 | 99,000 | 98,279 | 98,279 | 254,689 CHF | 256,655 CHF | 100.00% | 100.00% |
13/05/2024 | 0.80% | 2.52 CHF | 2.54 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 241,496 CHF | 243,428 CHF | 99.86% | 99.86% |
10/05/2024 | 0.82% | 2.45 CHF | 2.47 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 228,660 CHF | 230,545 CHF | 100.00% | 100.00% |
08/05/2024 | 0.81% | 2.49 CHF | 2.51 CHF | 96,000 | 96,000 | 95,036 | 95,036 | 233,412 CHF | 235,312 CHF | 98.93% | 98.93% |
07/05/2024 | 0.79% | 2.50 CHF | 2.52 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 242,103 CHF | 244,023 CHF | 99.76% | 99.76% |
06/05/2024 | 0.79% | 2.55 CHF | 2.57 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 241,888 CHF | 243,809 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 2.51 CHF | 2.53 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 241,875 CHF | 243,794 CHF | 99.99% | 99.99% |
02/05/2024 | 0.78% | 2.59 CHF | 2.61 CHF | 97,000 | 97,000 | 96,516 | 96,516 | 245,991 CHF | 247,922 CHF | 98.56% | 98.56% |
30/04/2024 | 0.77% | 2.61 CHF | 2.63 CHF | 98,000 | 98,000 | 97,213 | 97,213 | 251,570 CHF | 253,515 CHF | 99.99% | 99.99% |