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 | 0.37% | 2.75 CHF | 2.76 CHF | 115,000 | 115,000 | 114,306 | 114,306 | 312,859 CHF | 314,005 CHF | 100.00% | 100.00% |
14/05/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 115,000 | 115,000 | 114,491 | 114,491 | 317,254 CHF | 318,399 CHF | 100.00% | 100.00% |
13/05/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 319,057 CHF | 320,203 CHF | 100.00% | 100.00% |
10/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 319,230 CHF | 320,375 CHF | 100.00% | 100.00% |
08/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 110,000 | 110,000 | 109,888 | 109,888 | 299,162 CHF | 300,262 CHF | 99.09% | 99.09% |
07/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 110,000 | 110,000 | 114,118 | 114,118 | 304,823 CHF | 305,965 CHF | 99.94% | 99.94% |
06/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 298,285 CHF | 299,430 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 292,740 CHF | 293,885 CHF | 99.98% | 99.98% |
02/05/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 297,318 CHF | 298,463 CHF | 100.00% | 100.00% |
30/04/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 115,000 | 115,000 | 114,435 | 114,435 | 296,682 CHF | 297,827 CHF | 100.00% | 100.00% |