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 | 0.36% | 2.76 CHF | 2.77 CHF | 43,000 | 43,000 | 42,873 | 42,873 | 118,106 CHF | 118,536 CHF | 100.00% | 100.00% |
14/05/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 43,000 | 43,000 | 42,992 | 42,992 | 116,648 CHF | 117,078 CHF | 99.95% | 99.95% |
13/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 117,375 CHF | 117,805 CHF | 100.00% | 100.00% |
10/05/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 115,836 CHF | 116,266 CHF | 100.00% | 100.00% |
08/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 44,000 | 44,000 | 43,991 | 43,991 | 111,253 CHF | 111,693 CHF | 99.09% | 99.09% |
07/05/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 44,000 | 44,000 | 44,225 | 44,225 | 110,367 CHF | 110,809 CHF | 99.88% | 99.88% |
06/05/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 107,132 CHF | 107,583 CHF | 100.00% | 100.00% |
03/05/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 45,000 | 45,000 | 45,124 | 45,124 | 106,590 CHF | 107,041 CHF | 99.98% | 99.98% |
02/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 105,982 CHF | 106,438 CHF | 100.00% | 100.00% |
30/04/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 45,000 | 45,000 | 44,981 | 44,981 | 106,630 CHF | 107,080 CHF | 100.00% | 100.00% |