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% | 2.54 CHF | 2.55 CHF | 46,000 | 46,000 | 45,962 | 45,962 | 113,530 CHF | 113,990 CHF | 100.00% | 100.00% |
14/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 48,000 | 48,000 | 47,214 | 47,214 | 108,982 CHF | 109,455 CHF | 99.32% | 99.32% |
13/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 47,000 | 47,000 | 46,482 | 46,482 | 111,576 CHF | 112,042 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 46,000 | 46,000 | 45,538 | 45,538 | 113,497 CHF | 113,953 CHF | 93.89% | 100.00% |
08/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 46,000 | 46,000 | 45,773 | 45,773 | 112,786 CHF | 113,244 CHF | 99.60% | 99.60% |
07/05/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 46,000 | 46,000 | 45,876 | 45,876 | 109,982 CHF | 110,441 CHF | 99.79% | 99.79% |
06/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 47,000 | 47,000 | 45,658 | 45,658 | 109,676 CHF | 110,134 CHF | 100.00% | 100.00% |
03/05/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 46,000 | 46,000 | 45,575 | 45,575 | 109,501 CHF | 109,957 CHF | 98.17% | 98.81% |
02/05/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 47,000 | 47,000 | 46,557 | 46,557 | 110,561 CHF | 111,027 CHF | 99.60% | 99.60% |
30/04/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 47,000 | 47,000 | 46,683 | 46,683 | 109,176 CHF | 109,643 CHF | 99.91% | 99.91% |