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 | 0.88% | 2.34 CHF | 2.36 CHF | 94,000 | 94,000 | 94,929 | 94,929 | 214,963 CHF | 216,865 CHF | 100.00% | 100.00% |
14/05/2024 | 0.95% | 2.06 CHF | 2.08 CHF | 99,000 | 99,000 | 98,280 | 98,280 | 206,323 CHF | 208,289 CHF | 100.00% | 100.00% |
13/05/2024 | 0.91% | 2.17 CHF | 2.19 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 211,871 CHF | 213,803 CHF | 99.88% | 99.88% |
10/05/2024 | 0.87% | 2.26 CHF | 2.28 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 214,971 CHF | 216,856 CHF | 100.00% | 100.00% |
08/05/2024 | 0.88% | 2.22 CHF | 2.24 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 213,948 CHF | 215,848 CHF | 98.93% | 98.93% |
07/05/2024 | 0.91% | 2.21 CHF | 2.23 CHF | 96,000 | 96,000 | 95,926 | 95,926 | 209,492 CHF | 211,412 CHF | 99.89% | 99.89% |
06/05/2024 | 0.91% | 2.16 CHF | 2.18 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 210,297 CHF | 212,218 CHF | 100.00% | 100.00% |
03/05/2024 | 0.91% | 2.20 CHF | 2.22 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 210,101 CHF | 212,020 CHF | 99.98% | 99.98% |
02/05/2024 | 0.92% | 2.12 CHF | 2.14 CHF | 97,000 | 97,000 | 96,516 | 96,516 | 208,606 CHF | 210,536 CHF | 98.57% | 98.57% |
30/04/2024 | 0.94% | 2.10 CHF | 2.12 CHF | 98,000 | 98,000 | 97,204 | 97,204 | 206,381 CHF | 208,326 CHF | 99.99% | 99.99% |