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 | 0.41% | 2.45 CHF | 2.46 CHF | 149,000 | 149,000 | 150,390 | 150,390 | 365,078 CHF | 366,583 CHF | 100.00% | 100.00% |
15/05/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 149,000 | 149,000 | 148,707 | 148,707 | 366,262 CHF | 367,752 CHF | 100.00% | 100.00% |
14/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 149,000 | 149,000 | 150,438 | 150,438 | 365,046 CHF | 366,551 CHF | 100.00% | 100.00% |
13/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 149,000 | 149,000 | 149,007 | 149,007 | 362,973 CHF | 364,463 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 149,000 | 149,000 | 149,000 | 149,000 | 368,128 CHF | 369,618 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 149,000 | 149,000 | 148,908 | 148,908 | 366,660 CHF | 368,149 CHF | 99.14% | 99.14% |
07/05/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 149,000 | 149,000 | 148,949 | 148,949 | 366,547 CHF | 368,037 CHF | 99.85% | 99.85% |
06/05/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 368,732 CHF | 370,272 CHF | 100.00% | 100.00% |
03/05/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 364,615 CHF | 366,155 CHF | 99.98% | 99.98% |
02/05/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 154,000 | 154,000 | 154,002 | 154,002 | 365,206 CHF | 366,746 CHF | 100.00% | 100.00% |