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 | 0.50% | 1.87 CHF | 1.88 CHF | 32,400 | 32,400 | 32,858 | 32,858 | 65,216 CHF | 65,545 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 33,200 | 33,200 | 33,332 | 33,332 | 72,214 CHF | 72,548 CHF | 100.00% | 100.00% |
08/05/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 41,200 | 41,200 | 41,021 | 41,021 | 93,638 CHF | 94,048 CHF | 99.06% | 99.06% |
07/05/2024 | 0.51% | 1.84 CHF | 1.85 CHF | 35,700 | 35,700 | 36,101 | 36,101 | 70,291 CHF | 70,652 CHF | 97.66% | 97.66% |
06/05/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 34,800 | 34,800 | 34,488 | 34,488 | 66,075 CHF | 66,420 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 33,100 | 33,100 | 32,964 | 32,964 | 67,555 CHF | 67,884 CHF | 99.99% | 99.99% |
02/05/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 34,700 | 34,700 | 34,557 | 34,557 | 71,968 CHF | 72,314 CHF | 99.99% | 99.99% |
30/04/2024 | 0.53% | 2.06 CHF | 2.07 CHF | 47,900 | 47,900 | 46,995 | 46,995 | 89,053 CHF | 89,523 CHF | 100.00% | 100.00% |
29/04/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 44,600 | 44,600 | 44,408 | 44,408 | 66,408 CHF | 66,852 CHF | 100.00% | 100.00% |
26/04/2024 | 0.61% | 1.56 CHF | 1.57 CHF | 39,500 | 39,500 | 39,341 | 39,341 | 64,347 CHF | 64,740 CHF | 99.61% | 99.61% |