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 | 0.38% | 2.65 CHF | 2.66 CHF | 43,000 | 43,000 | 42,873 | 42,873 | 113,395 CHF | 113,825 CHF | 100.00% | 100.00% |
14/05/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 43,000 | 43,000 | 42,991 | 42,991 | 111,931 CHF | 112,361 CHF | 99.95% | 99.95% |
13/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 112,668 CHF | 113,098 CHF | 100.00% | 100.00% |
10/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 111,166 CHF | 111,596 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 106,500 CHF | 106,940 CHF | 99.09% | 99.09% |
07/05/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 44,000 | 44,000 | 44,225 | 44,225 | 105,567 CHF | 106,009 CHF | 99.88% | 99.88% |
06/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 102,262 CHF | 102,713 CHF | 100.00% | 100.00% |
03/05/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 101,660 CHF | 102,111 CHF | 99.98% | 99.98% |
02/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 100,998 CHF | 101,454 CHF | 100.00% | 100.00% |
30/04/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 45,000 | 45,000 | 44,979 | 44,979 | 101,747 CHF | 102,197 CHF | 100.00% | 100.00% |