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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 156,000 | 156,000 | 153,749 | 153,749 | 343,424 CHF | 344,963 CHF | 100.00% | 100.00% |
15/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 152,000 | 152,000 | 151,072 | 151,072 | 346,992 CHF | 348,506 CHF | 100.00% | 100.00% |
14/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 152,000 | 152,000 | 152,676 | 152,676 | 343,025 CHF | 344,552 CHF | 100.00% | 100.00% |
13/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 156,000 | 156,000 | 154,725 | 154,725 | 345,363 CHF | 346,911 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 156,000 | 156,000 | 154,887 | 154,887 | 346,918 CHF | 348,467 CHF | 99.99% | 99.99% |
08/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 152,000 | 152,000 | 152,121 | 152,121 | 343,735 CHF | 345,256 CHF | 99.09% | 99.09% |
07/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 152,000 | 152,000 | 152,718 | 152,718 | 343,423 CHF | 344,951 CHF | 99.94% | 99.94% |
06/05/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 156,000 | 156,000 | 158,385 | 158,385 | 337,286 CHF | 338,870 CHF | 100.00% | 100.00% |
03/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 160,000 | 160,000 | 160,868 | 160,868 | 332,808 CHF | 334,416 CHF | 99.97% | 99.97% |
02/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 164,000 | 164,000 | 162,545 | 162,545 | 331,581 CHF | 333,206 CHF | 100.00% | 100.00% |