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 | 0.43% | 2.33 CHF | 2.34 CHF | 43,000 | 43,000 | 42,872 | 42,872 | 99,565 CHF | 99,994 CHF | 100.00% | 100.00% |
14/05/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 43,000 | 43,000 | 42,992 | 42,992 | 98,079 CHF | 98,509 CHF | 100.00% | 100.00% |
13/05/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 98,818 CHF | 99,248 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 97,345 CHF | 97,775 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 92,355 CHF | 92,795 CHF | 99.09% | 99.09% |
07/05/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 44,000 | 44,000 | 44,225 | 44,225 | 91,358 CHF | 91,801 CHF | 99.88% | 99.88% |
06/05/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 87,789 CHF | 88,240 CHF | 100.00% | 100.00% |
03/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 87,233 CHF | 87,684 CHF | 100.00% | 100.00% |
02/05/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 86,396 CHF | 86,852 CHF | 100.00% | 100.00% |
30/04/2024 | 0.51% | 1.90 CHF | 1.91 CHF | 45,000 | 45,000 | 44,978 | 44,978 | 87,307 CHF | 87,757 CHF | 100.00% | 100.00% |