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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.38% | 2.68 CHF | 2.69 CHF | 48,000 | 48,000 | 27,733 | 27,733 | 73,868 CHF | 74,146 CHF | 99.90% | 99.90% |
16/05/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 52,000 | 52,000 | 28,728 | 28,728 | 74,751 CHF | 75,039 CHF | 100.00% | 100.00% |
15/05/2024 | 0.40% | 2.61 CHF | 2.62 CHF | 52,000 | 52,000 | 28,564 | 28,564 | 73,312 CHF | 73,600 CHF | 99.56% | 99.56% |
14/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 52,000 | 52,000 | 28,765 | 28,765 | 72,550 CHF | 72,838 CHF | 100.00% | 100.00% |
13/05/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 52,000 | 52,000 | 28,771 | 28,771 | 71,659 CHF | 71,948 CHF | 100.00% | 100.00% |
10/05/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 52,000 | 52,000 | 28,446 | 28,446 | 73,255 CHF | 73,540 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 52,000 | 52,000 | 28,547 | 28,547 | 70,321 CHF | 70,607 CHF | 97.88% | 97.88% |
07/05/2024 | 0.42% | 2.45 CHF | 2.46 CHF | 52,000 | 52,000 | 28,860 | 28,860 | 70,232 CHF | 70,522 CHF | 98.43% | 98.43% |
06/05/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 52,000 | 52,000 | 28,771 | 28,771 | 70,358 CHF | 70,646 CHF | 100.00% | 100.00% |
03/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 52,000 | 52,000 | 28,528 | 28,528 | 68,636 CHF | 68,922 CHF | 99.98% | 99.98% |