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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 247,095 CHF | 248,091 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 243,522 CHF | 244,526 CHF | 100.00% | 100.00% |
08/05/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 102,000 | 102,000 | 101,546 | 101,546 | 242,294 CHF | 243,310 CHF | 98.83% | 98.83% |
07/05/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 98,000 | 98,000 | 99,111 | 99,111 | 249,066 CHF | 250,058 CHF | 97.85% | 97.85% |
06/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 249,429 CHF | 250,420 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 246,436 CHF | 247,432 CHF | 99.98% | 99.98% |
02/05/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 246,024 CHF | 247,019 CHF | 99.99% | 99.99% |
30/04/2024 | 0.39% | 2.49 CHF | 2.50 CHF | 100,000 | 100,000 | 98,165 | 98,165 | 250,473 CHF | 251,455 CHF | 99.99% | 99.99% |
29/04/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 96,000 | 96,000 | 95,585 | 95,585 | 259,514 CHF | 260,470 CHF | 100.00% | 100.00% |
26/04/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 96,000 | 96,000 | 95,613 | 95,613 | 254,810 CHF | 255,766 CHF | 99.60% | 99.60% |