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 | 0.39% | 2.54 CHF | 2.55 CHF | 58,000 | 58,000 | 57,023 | 57,023 | 145,272 CHF | 145,842 CHF | 100.00% | 100.00% |
10/05/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 56,000 | 56,000 | 56,400 | 56,400 | 144,414 CHF | 144,978 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 58,000 | 58,000 | 58,000 | 58,000 | 142,486 CHF | 143,066 CHF | 99.08% | 99.08% |
07/05/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 58,000 | 58,000 | 58,696 | 58,696 | 139,869 CHF | 140,456 CHF | 99.94% | 99.94% |
06/05/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 140,080 CHF | 140,680 CHF | 100.00% | 100.00% |
03/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 137,470 CHF | 138,070 CHF | 99.96% | 99.96% |
02/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 136,544 CHF | 137,144 CHF | 100.00% | 100.00% |
30/04/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 60,000 | 60,000 | 59,962 | 59,962 | 137,613 CHF | 138,213 CHF | 100.00% | 100.00% |
29/04/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 138,379 CHF | 138,979 CHF | 100.00% | 100.00% |
26/04/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 136,030 CHF | 136,630 CHF | 99.59% | 99.59% |