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 | 0.39% | 2.58 CHF | 2.59 CHF | 54,000 | 54,000 | 54,214 | 54,214 | 138,097 CHF | 138,640 CHF | 100.00% | 100.00% |
15/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 54,000 | 54,000 | 53,477 | 53,477 | 138,358 CHF | 138,894 CHF | 100.00% | 100.00% |
14/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 52,000 | 52,000 | 53,186 | 53,186 | 139,191 CHF | 139,723 CHF | 99.99% | 99.99% |
13/05/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 55,000 | 55,000 | 55,850 | 55,850 | 136,477 CHF | 137,035 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 56,000 | 56,000 | 55,252 | 55,252 | 136,727 CHF | 137,279 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 56,000 | 56,000 | 55,991 | 55,991 | 137,630 CHF | 138,190 CHF | 99.06% | 99.06% |
07/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 56,000 | 56,000 | 55,998 | 55,998 | 136,723 CHF | 137,283 CHF | 99.66% | 99.66% |
06/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 56,000 | 56,000 | 56,520 | 56,520 | 136,044 CHF | 136,609 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 57,000 | 57,000 | 56,891 | 56,891 | 137,370 CHF | 137,939 CHF | 100.00% | 100.00% |
02/05/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 57,000 | 57,000 | 56,157 | 56,157 | 137,087 CHF | 137,649 CHF | 100.00% | 100.00% |