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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 142,000 | 142,000 | 137,892 | 137,892 | 283,914 CHF | 285,298 CHF | 100.00% | 100.00% |
22/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 142,000 | 142,000 | 138,576 | 138,576 | 283,860 CHF | 285,246 CHF | 100.00% | 100.00% |
21/05/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 140,000 | 140,000 | 137,913 | 137,913 | 285,780 CHF | 287,161 CHF | 100.00% | 100.00% |
17/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 142,000 | 142,000 | 141,133 | 141,133 | 293,651 CHF | 295,062 CHF | 100.00% | 100.00% |
16/05/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 142,000 | 142,000 | 142,033 | 142,033 | 291,547 CHF | 292,969 CHF | 100.00% | 100.00% |
15/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 140,000 | 140,000 | 138,911 | 138,911 | 290,636 CHF | 292,028 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 140,000 | 140,000 | 137,543 | 137,543 | 292,101 CHF | 293,476 CHF | 99.99% | 99.99% |
13/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 138,000 | 138,000 | 138,771 | 138,771 | 292,794 CHF | 294,181 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 140,000 | 140,000 | 137,178 | 137,178 | 292,529 CHF | 293,900 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 142,000 | 142,000 | 141,582 | 141,582 | 289,842 CHF | 291,258 CHF | 99.06% | 99.06% |