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 | 0.50% | 2.03 CHF | 2.04 CHF | 115,000 | 115,000 | 114,302 | 114,302 | 230,224 CHF | 231,369 CHF | 99.99% | 99.99% |
14/05/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 115,000 | 115,000 | 114,493 | 114,493 | 234,539 CHF | 235,684 CHF | 100.00% | 100.00% |
13/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 236,516 CHF | 237,661 CHF | 100.00% | 100.00% |
10/05/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 115,000 | 115,000 | 114,527 | 114,527 | 236,781 CHF | 237,926 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 110,000 | 110,000 | 109,887 | 109,887 | 220,123 CHF | 221,223 CHF | 99.09% | 99.09% |
07/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 110,000 | 110,000 | 114,120 | 114,120 | 222,764 CHF | 223,906 CHF | 99.94% | 99.94% |
06/05/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 216,109 CHF | 217,254 CHF | 100.00% | 100.00% |
03/05/2024 | 0.54% | 1.79 CHF | 1.80 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 210,667 CHF | 211,812 CHF | 99.99% | 99.99% |
02/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 115,000 | 115,000 | 114,525 | 114,525 | 215,107 CHF | 216,252 CHF | 99.98% | 99.98% |
30/04/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 115,000 | 115,000 | 114,455 | 114,455 | 214,410 CHF | 215,555 CHF | 100.00% | 100.00% |