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 | 0.35% | 2.87 CHF | 2.88 CHF | 115,000 | 115,000 | 114,300 | 114,300 | 325,750 CHF | 326,896 CHF | 100.00% | 100.00% |
14/05/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 115,000 | 115,000 | 114,491 | 114,491 | 330,073 CHF | 331,218 CHF | 100.00% | 100.00% |
13/05/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 331,942 CHF | 333,087 CHF | 100.00% | 100.00% |
10/05/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 332,038 CHF | 333,184 CHF | 100.00% | 100.00% |
08/05/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 110,000 | 110,000 | 109,887 | 109,887 | 311,404 CHF | 312,503 CHF | 99.08% | 99.08% |
07/05/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 110,000 | 110,000 | 114,165 | 114,165 | 317,749 CHF | 318,891 CHF | 99.81% | 99.81% |
06/05/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 311,109 CHF | 312,254 CHF | 100.00% | 100.00% |
03/05/2024 | 0.37% | 2.62 CHF | 2.63 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 305,574 CHF | 306,719 CHF | 99.99% | 99.99% |
02/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 310,126 CHF | 311,271 CHF | 99.98% | 99.98% |
30/04/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 115,000 | 115,000 | 114,454 | 114,454 | 309,519 CHF | 310,664 CHF | 100.00% | 100.00% |