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 | 0.49% | 2.08 CHF | 2.09 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 203,078 CHF | 204,073 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 199,253 CHF | 200,257 CHF | 100.00% | 100.00% |
08/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 102,000 | 102,000 | 101,545 | 101,545 | 197,562 CHF | 198,578 CHF | 98.83% | 98.83% |
07/05/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 98,000 | 98,000 | 99,086 | 99,086 | 205,287 CHF | 206,278 CHF | 97.92% | 97.92% |
06/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 205,848 CHF | 206,839 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 202,663 CHF | 203,659 CHF | 99.99% | 99.99% |
02/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 202,164 CHF | 203,160 CHF | 100.00% | 100.00% |
30/04/2024 | 0.47% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 98,165 | 98,165 | 207,203 CHF | 208,185 CHF | 99.99% | 99.99% |
29/04/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 96,000 | 96,000 | 95,585 | 95,585 | 217,454 CHF | 218,410 CHF | 100.00% | 100.00% |
26/04/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 96,000 | 96,000 | 95,613 | 95,613 | 212,724 CHF | 213,680 CHF | 99.61% | 99.61% |