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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 98,000 | 98,000 | 97,581 | 97,581 | 239,189 CHF | 240,165 CHF | 100.00% | 100.00% |
13/05/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 235,425 CHF | 236,421 CHF | 100.00% | 100.00% |
10/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 231,792 CHF | 232,796 CHF | 100.00% | 100.00% |
08/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 102,000 | 102,000 | 101,545 | 101,545 | 230,487 CHF | 231,503 CHF | 98.83% | 98.83% |
07/05/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 98,000 | 98,000 | 99,086 | 99,086 | 237,382 CHF | 238,373 CHF | 97.91% | 97.91% |
06/05/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 237,784 CHF | 238,775 CHF | 100.00% | 100.00% |
03/05/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 234,821 CHF | 235,817 CHF | 99.99% | 99.99% |
02/05/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 234,418 CHF | 235,414 CHF | 99.99% | 99.99% |
30/04/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 100,000 | 100,000 | 98,165 | 98,165 | 239,005 CHF | 239,988 CHF | 100.00% | 100.00% |
29/04/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 96,000 | 96,000 | 95,585 | 95,585 | 248,306 CHF | 249,262 CHF | 100.00% | 100.00% |