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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 73,248 CHF | 73,545 CHF | 99.56% | 99.56% |
15/05/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 71,380 CHF | 71,678 CHF | 99.57% | 99.57% |
14/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 30,000 | 30,000 | 29,825 | 29,825 | 71,620 CHF | 71,918 CHF | 99.08% | 99.08% |
13/05/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 75,722 CHF | 76,019 CHF | 99.56% | 99.56% |
10/05/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 30,000 | 30,000 | 29,812 | 29,812 | 77,715 CHF | 78,014 CHF | 99.01% | 99.01% |
08/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 30,000 | 30,000 | 29,929 | 29,929 | 78,568 CHF | 78,868 CHF | 99.00% | 99.00% |
07/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 30,000 | 30,000 | 29,674 | 29,674 | 76,407 CHF | 76,704 CHF | 99.32% | 99.32% |
06/05/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 30,000 | 30,000 | 29,638 | 29,638 | 77,296 CHF | 77,592 CHF | 98.13% | 98.13% |
03/05/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 30,000 | 30,000 | 29,884 | 29,884 | 79,602 CHF | 79,901 CHF | 97.00% | 97.00% |
02/05/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 30,000 | 30,000 | 29,837 | 29,837 | 80,982 CHF | 81,281 CHF | 98.58% | 98.58% |