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 | 0.43% | 2.29 CHF | 2.30 CHF | 98,000 | 98,000 | 97,568 | 97,568 | 223,940 CHF | 224,916 CHF | 99.99% | 99.99% |
13/05/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 219,914 CHF | 220,909 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 216,251 CHF | 217,255 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 102,000 | 102,000 | 101,546 | 101,546 | 214,749 CHF | 215,764 CHF | 98.83% | 98.83% |
07/05/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 98,000 | 98,000 | 99,112 | 99,112 | 222,074 CHF | 223,065 CHF | 97.85% | 97.85% |
06/05/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 222,575 CHF | 223,566 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 219,443 CHF | 220,439 CHF | 100.00% | 100.00% |
02/05/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 218,979 CHF | 219,975 CHF | 100.00% | 100.00% |
30/04/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 98,169 | 98,169 | 223,819 CHF | 224,801 CHF | 100.00% | 100.00% |
29/04/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 96,000 | 96,000 | 95,585 | 95,585 | 233,602 CHF | 234,558 CHF | 100.00% | 100.00% |