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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 97,776 CHF | 98,126 CHF | 99.38% | 99.38% |
10/05/2024 | 0.35% | 2.75 CHF | 2.76 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 98,704 CHF | 99,054 CHF | 96.00% | 96.00% |
08/05/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 94,008 CHF | 94,358 CHF | 99.39% | 99.39% |
07/05/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 97,979 CHF | 98,329 CHF | 99.24% | 99.24% |
06/05/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 93,572 CHF | 93,922 CHF | 99.22% | 99.22% |
03/05/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 89,758 CHF | 90,108 CHF | 99.39% | 99.39% |
02/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 88,062 CHF | 88,412 CHF | 99.39% | 99.39% |
30/04/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 89,595 CHF | 89,945 CHF | 99.43% | 99.43% |
29/04/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 80,232 CHF | 80,582 CHF | 99.30% | 99.30% |
26/04/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 78,176 CHF | 78,526 CHF | 97.24% | 97.24% |