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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 143,518 CHF | 144,118 CHF | 100.00% | 100.00% |
08/05/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 137,305 CHF | 137,905 CHF | 100.00% | 100.00% |
07/05/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 132,911 CHF | 133,511 CHF | 99.83% | 99.83% |
06/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 129,990 CHF | 130,590 CHF | 99.77% | 99.77% |
03/05/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 127,497 CHF | 128,097 CHF | 99.98% | 99.98% |
02/05/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 126,530 CHF | 127,130 CHF | 100.00% | 100.00% |
30/04/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 127,670 CHF | 128,270 CHF | 100.00% | 100.00% |
29/04/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 128,293 CHF | 128,893 CHF | 99.72% | 99.72% |
26/04/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 126,035 CHF | 126,635 CHF | 100.00% | 100.00% |
25/04/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 127,387 CHF | 127,987 CHF | 84.48% | 84.48% |