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 | 0.38% | 2.62 CHF | 2.63 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 169,860 CHF | 170,510 CHF | 60.11% | 99.99% |
15/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 169,491 CHF | 170,136 CHF | 100.00% | 100.00% |
14/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 65,000 | 65,000 | 64,574 | 64,574 | 169,238 CHF | 169,884 CHF | 98.97% | 98.97% |
13/05/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 170,618 CHF | 171,263 CHF | 99.76% | 99.76% |
10/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 168,781 CHF | 169,426 CHF | 100.00% | 100.00% |
08/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 65,000 | 65,000 | 64,388 | 64,388 | 165,804 CHF | 166,448 CHF | 100.00% | 100.00% |
07/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 65,000 | 65,000 | 64,391 | 64,389 | 165,009 CHF | 165,651 CHF | 100.00% | 100.00% |
06/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 65,000 | 65,000 | 64,391 | 64,390 | 165,025 CHF | 165,669 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 65,000 | 65,000 | 64,344 | 64,343 | 163,680 CHF | 164,323 CHF | 98.79% | 98.79% |
02/05/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 65,000 | 65,000 | 64,365 | 64,364 | 162,879 CHF | 163,521 CHF | 95.94% | 95.94% |