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 | 0.40% | 2.60 CHF | 2.61 CHF | 52,000 | 52,000 | 28,729 | 28,729 | 74,011 CHF | 74,299 CHF | 100.00% | 100.00% |
15/05/2024 | 0.41% | 2.59 CHF | 2.60 CHF | 52,000 | 52,000 | 28,563 | 28,563 | 72,599 CHF | 72,888 CHF | 99.56% | 99.56% |
14/05/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 52,000 | 52,000 | 28,764 | 28,764 | 71,823 CHF | 72,111 CHF | 100.00% | 100.00% |
13/05/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 52,000 | 52,000 | 28,770 | 28,770 | 70,922 CHF | 71,210 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 52,000 | 52,000 | 28,447 | 28,447 | 72,509 CHF | 72,794 CHF | 100.00% | 100.00% |
08/05/2024 | 0.42% | 2.45 CHF | 2.46 CHF | 52,000 | 52,000 | 28,525 | 28,525 | 69,550 CHF | 69,836 CHF | 98.63% | 98.63% |
07/05/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 52,000 | 52,000 | 28,863 | 28,863 | 69,466 CHF | 69,755 CHF | 98.42% | 98.42% |
06/05/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 52,000 | 52,000 | 28,771 | 28,771 | 69,646 CHF | 69,934 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 52,000 | 52,000 | 28,527 | 28,527 | 67,892 CHF | 68,178 CHF | 99.94% | 99.94% |
02/05/2024 | 0.65% | 2.40 CHF | 2.41 CHF | 52,000 | 52,000 | 19,463 | 19,463 | 46,147 CHF | 46,392 CHF | 100.00% | 100.00% |