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% | 2.48 CHF | 2.49 CHF | 83,000 | 83,000 | 82,574 | 82,574 | 203,747 CHF | 204,573 CHF | 100.00% | 100.00% |
15/05/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 85,200 | 85,200 | 84,626 | 84,626 | 197,274 CHF | 198,122 CHF | 100.00% | 100.00% |
14/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 83,900 | 83,900 | 83,552 | 83,552 | 193,087 CHF | 193,922 CHF | 99.70% | 99.70% |
13/05/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 83,800 | 83,800 | 83,453 | 83,453 | 196,540 CHF | 197,374 CHF | 99.45% | 99.45% |
10/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 87,700 | 87,700 | 87,339 | 87,339 | 204,591 CHF | 205,465 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 94,800 | 94,800 | 94,397 | 94,397 | 188,646 CHF | 189,590 CHF | 98.93% | 98.93% |
07/05/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 96,000 | 96,000 | 95,599 | 95,599 | 200,639 CHF | 201,595 CHF | 98.85% | 98.85% |
06/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 101,300 | 101,300 | 100,882 | 100,882 | 206,696 CHF | 207,705 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 98,200 | 98,200 | 97,795 | 97,795 | 198,603 CHF | 199,581 CHF | 99.98% | 99.98% |
02/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 100,100 | 100,100 | 100,932 | 100,932 | 197,955 CHF | 198,964 CHF | 98.55% | 98.55% |