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 | 0.38% | 2.63 CHF | 2.64 CHF | 115,000 | 115,000 | 114,325 | 114,325 | 298,867 CHF | 300,012 CHF | 100.00% | 100.00% |
14/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 115,000 | 115,000 | 114,491 | 114,491 | 303,155 CHF | 304,300 CHF | 100.00% | 100.00% |
13/05/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 305,059 CHF | 306,204 CHF | 100.00% | 100.00% |
10/05/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 305,232 CHF | 306,377 CHF | 100.00% | 100.00% |
08/05/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 110,000 | 110,000 | 109,889 | 109,889 | 285,765 CHF | 286,864 CHF | 99.08% | 99.08% |
07/05/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 110,000 | 110,000 | 114,118 | 114,118 | 290,929 CHF | 292,072 CHF | 99.94% | 99.94% |
06/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 284,313 CHF | 285,458 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 278,752 CHF | 279,897 CHF | 99.98% | 99.98% |
02/05/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 283,303 CHF | 284,448 CHF | 100.00% | 100.00% |
30/04/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 115,000 | 115,000 | 114,453 | 114,453 | 282,767 CHF | 283,912 CHF | 100.00% | 100.00% |