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 | 0.94% | 2.21 CHF | 2.23 CHF | 94,000 | 94,000 | 94,946 | 94,946 | 202,997 CHF | 204,900 CHF | 100.00% | 100.00% |
14/05/2024 | 1.01% | 1.94 CHF | 1.96 CHF | 99,000 | 99,000 | 98,278 | 98,278 | 194,106 CHF | 196,072 CHF | 99.99% | 99.99% |
13/05/2024 | 0.96% | 2.05 CHF | 2.07 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 199,811 CHF | 201,743 CHF | 99.88% | 99.88% |
10/05/2024 | 0.92% | 2.13 CHF | 2.15 CHF | 95,000 | 95,000 | 94,271 | 94,271 | 203,085 CHF | 204,971 CHF | 100.00% | 100.00% |
08/05/2024 | 0.94% | 2.09 CHF | 2.11 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 201,946 CHF | 203,847 CHF | 98.93% | 98.93% |
07/05/2024 | 0.97% | 2.08 CHF | 2.10 CHF | 96,000 | 96,000 | 95,924 | 95,924 | 197,416 CHF | 199,337 CHF | 99.88% | 99.88% |
06/05/2024 | 0.96% | 2.03 CHF | 2.05 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 198,235 CHF | 200,156 CHF | 100.00% | 100.00% |
03/05/2024 | 0.96% | 2.07 CHF | 2.09 CHF | 96,000 | 96,000 | 95,960 | 95,960 | 198,004 CHF | 199,924 CHF | 100.00% | 100.00% |
02/05/2024 | 0.98% | 2.00 CHF | 2.02 CHF | 97,000 | 97,000 | 96,515 | 96,515 | 196,543 CHF | 198,474 CHF | 98.55% | 98.55% |
30/04/2024 | 1.00% | 1.98 CHF | 2.00 CHF | 98,000 | 98,000 | 97,199 | 97,199 | 194,278 CHF | 196,223 CHF | 99.99% | 99.99% |