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 | 0.38% | 2.62 CHF | 2.63 CHF | 46,000 | 46,000 | 45,894 | 45,894 | 120,625 CHF | 121,085 CHF | 100.00% | 100.00% |
14/05/2024 | 0.40% | 2.59 CHF | 2.60 CHF | 46,000 | 46,000 | 46,965 | 46,965 | 118,703 CHF | 119,173 CHF | 100.00% | 100.00% |
13/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 120,269 CHF | 120,739 CHF | 100.00% | 100.00% |
10/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 120,406 CHF | 120,876 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 116,616 CHF | 117,086 CHF | 99.08% | 99.08% |
07/05/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 47,000 | 47,000 | 47,074 | 47,074 | 116,296 CHF | 116,767 CHF | 99.81% | 99.81% |
06/05/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 114,807 CHF | 115,287 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 112,455 CHF | 112,945 CHF | 99.98% | 99.98% |
02/05/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 110,676 CHF | 111,166 CHF | 100.00% | 100.00% |
30/04/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 49,000 | 49,000 | 48,946 | 48,946 | 112,746 CHF | 113,235 CHF | 100.00% | 100.00% |