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 | 0.45% | 2.24 CHF | 2.25 CHF | 115,000 | 115,000 | 114,302 | 114,302 | 254,387 CHF | 255,533 CHF | 100.00% | 100.00% |
14/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 115,000 | 115,000 | 114,491 | 114,491 | 258,713 CHF | 259,859 CHF | 99.99% | 99.99% |
13/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 260,638 CHF | 261,784 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 260,880 CHF | 262,026 CHF | 100.00% | 100.00% |
08/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 110,000 | 110,000 | 109,887 | 109,887 | 243,210 CHF | 244,309 CHF | 99.08% | 99.08% |
07/05/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 110,000 | 110,000 | 114,120 | 114,120 | 246,742 CHF | 247,885 CHF | 99.94% | 99.94% |
06/05/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 240,139 CHF | 241,285 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 234,683 CHF | 235,828 CHF | 99.99% | 99.99% |
02/05/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 239,149 CHF | 240,295 CHF | 99.98% | 99.98% |
30/04/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 115,000 | 115,000 | 114,455 | 114,455 | 238,457 CHF | 239,602 CHF | 99.99% | 99.99% |