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 | 0.43% | 2.32 CHF | 2.33 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 150,360 CHF | 151,010 CHF | 60.11% | 99.99% |
15/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 150,174 CHF | 150,818 CHF | 100.00% | 100.00% |
14/05/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 65,000 | 65,000 | 64,574 | 64,574 | 149,866 CHF | 150,512 CHF | 98.97% | 98.97% |
13/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 151,302 CHF | 151,946 CHF | 99.76% | 99.76% |
10/05/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 149,464 CHF | 150,109 CHF | 100.00% | 100.00% |
08/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 65,000 | 65,000 | 64,388 | 64,388 | 146,487 CHF | 147,132 CHF | 100.00% | 100.00% |
07/05/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 65,000 | 65,000 | 64,391 | 64,389 | 145,692 CHF | 146,334 CHF | 100.00% | 100.00% |
06/05/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 65,000 | 65,000 | 64,391 | 64,390 | 145,828 CHF | 146,473 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 65,000 | 65,000 | 64,346 | 64,346 | 144,490 CHF | 145,133 CHF | 99.17% | 99.17% |
02/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 65,000 | 65,000 | 64,365 | 64,365 | 143,569 CHF | 144,213 CHF | 95.94% | 95.94% |