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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.66% | 2.93 CHF | 2.95 CHF | 44,700 | 44,700 | 43,074 | 43,074 | 129,821 CHF | 130,683 CHF | 99.98% | 99.98% |
13/05/2024 | 0.63% | 3.08 CHF | 3.10 CHF | 42,000 | 42,000 | 41,880 | 41,880 | 133,108 CHF | 133,946 CHF | 100.00% | 100.00% |
10/05/2024 | 0.61% | 3.30 CHF | 3.32 CHF | 41,800 | 41,800 | 40,357 | 40,357 | 131,157 CHF | 131,964 CHF | 99.99% | 99.99% |
08/05/2024 | 0.60% | 3.33 CHF | 3.35 CHF | 40,600 | 40,600 | 40,539 | 40,539 | 134,945 CHF | 135,756 CHF | 99.16% | 99.16% |
07/05/2024 | 0.60% | 3.28 CHF | 3.30 CHF | 40,500 | 40,500 | 39,419 | 39,419 | 130,563 CHF | 131,352 CHF | 99.69% | 99.69% |
06/05/2024 | 0.57% | 3.40 CHF | 3.42 CHF | 38,700 | 38,700 | 38,098 | 38,098 | 132,412 CHF | 133,175 CHF | 100.00% | 100.00% |
03/05/2024 | 0.56% | 3.60 CHF | 3.62 CHF | 37,700 | 37,700 | 38,554 | 38,554 | 136,327 CHF | 137,098 CHF | 98.76% | 98.76% |
02/05/2024 | 0.59% | 3.37 CHF | 3.39 CHF | 39,100 | 39,100 | 42,710 | 42,710 | 145,471 CHF | 146,325 CHF | 99.98% | 99.98% |
30/04/2024 | 0.60% | 3.10 CHF | 3.12 CHF | 40,600 | 40,600 | 39,986 | 39,986 | 132,240 CHF | 133,040 CHF | 99.99% | 99.99% |
29/04/2024 | 0.58% | 3.50 CHF | 3.52 CHF | 39,600 | 39,600 | 39,660 | 39,660 | 136,426 CHF | 137,220 CHF | 99.83% | 99.83% |