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 | 0.41% | 2.46 CHF | 2.47 CHF | 115,000 | 115,000 | 114,302 | 114,302 | 278,815 CHF | 279,960 CHF | 100.00% | 100.00% |
14/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 115,000 | 115,000 | 114,491 | 114,491 | 283,108 CHF | 284,253 CHF | 100.00% | 100.00% |
13/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 285,079 CHF | 286,225 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 115,000 | 115,000 | 114,527 | 114,527 | 285,212 CHF | 286,357 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 110,000 | 110,000 | 109,887 | 109,887 | 266,508 CHF | 267,607 CHF | 99.09% | 99.09% |
07/05/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 110,000 | 110,000 | 114,120 | 114,120 | 271,020 CHF | 272,162 CHF | 99.94% | 99.94% |
06/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 264,410 CHF | 265,555 CHF | 100.00% | 100.00% |
03/05/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 258,890 CHF | 260,035 CHF | 99.99% | 99.99% |
02/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 115,000 | 115,000 | 114,525 | 114,525 | 263,415 CHF | 264,560 CHF | 100.00% | 100.00% |
30/04/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 115,000 | 115,000 | 114,455 | 114,455 | 262,774 CHF | 263,919 CHF | 100.00% | 100.00% |