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 | 0.35% | 2.87 CHF | 2.88 CHF | 37,000 | 37,000 | 37,306 | 37,306 | 106,930 CHF | 107,303 CHF | 98.95% | 98.95% |
13/05/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 37,000 | 37,000 | 36,622 | 36,622 | 112,298 CHF | 112,665 CHF | 99.81% | 99.81% |
10/05/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 36,000 | 36,000 | 36,567 | 36,567 | 112,995 CHF | 113,361 CHF | 99.92% | 99.92% |
08/05/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 37,000 | 37,000 | 36,937 | 36,937 | 106,579 CHF | 106,949 CHF | 99.63% | 99.63% |
07/05/2024 | 0.37% | 2.83 CHF | 2.84 CHF | 38,000 | 38,000 | 37,572 | 37,572 | 102,964 CHF | 103,340 CHF | 99.80% | 99.80% |
06/05/2024 | 0.38% | 2.69 CHF | 2.70 CHF | 38,000 | 38,000 | 37,514 | 37,514 | 99,176 CHF | 99,552 CHF | 98.79% | 98.79% |
03/05/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 39,000 | 39,000 | 37,998 | 37,998 | 97,253 CHF | 97,634 CHF | 98.68% | 98.68% |
02/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 39,000 | 39,000 | 38,688 | 38,688 | 97,842 CHF | 98,229 CHF | 99.40% | 99.40% |
30/04/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 39,000 | 39,000 | 38,557 | 38,557 | 99,068 CHF | 99,454 CHF | 99.96% | 99.96% |
29/04/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 38,000 | 38,000 | 37,782 | 37,782 | 97,925 CHF | 98,303 CHF | 99.68% | 99.68% |