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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 40,000 | 40,000 | 39,616 | 39,616 | 93,040 CHF | 93,436 CHF | 98.07% | 98.07% |
22/05/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 97,221 CHF | 97,618 CHF | 100.00% | 100.00% |
21/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 40,000 | 40,000 | 39,623 | 39,623 | 100,446 CHF | 100,842 CHF | 99.56% | 99.56% |
17/05/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 40,000 | 40,000 | 39,623 | 39,623 | 102,185 CHF | 102,582 CHF | 98.89% | 98.89% |
16/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 100,045 CHF | 100,442 CHF | 100.00% | 100.00% |
15/05/2024 | 0.41% | 2.52 CHF | 2.53 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 96,722 CHF | 97,118 CHF | 100.00% | 100.00% |
14/05/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 40,000 | 40,000 | 39,753 | 39,753 | 98,519 CHF | 98,917 CHF | 98.94% | 98.94% |
13/05/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 40,000 | 40,000 | 39,626 | 39,626 | 98,317 CHF | 98,714 CHF | 100.00% | 100.00% |
10/05/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 40,000 | 40,000 | 39,643 | 39,643 | 97,309 CHF | 97,706 CHF | 87.43% | 93.56% |
08/05/2024 | 0.44% | 2.37 CHF | 2.38 CHF | 40,000 | 40,000 | 39,885 | 39,885 | 91,682 CHF | 92,081 CHF | 99.54% | 99.54% |