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 | 0.46% | 2.25 CHF | 2.26 CHF | 52,000 | 52,000 | 28,729 | 28,729 | 64,066 CHF | 64,354 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 2.24 CHF | 2.25 CHF | 52,000 | 52,000 | 28,563 | 28,563 | 62,672 CHF | 62,960 CHF | 99.56% | 99.56% |
14/05/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 52,000 | 52,000 | 28,764 | 28,764 | 61,806 CHF | 62,094 CHF | 100.00% | 100.00% |
13/05/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 52,000 | 52,000 | 28,770 | 28,770 | 60,922 CHF | 61,210 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 52,000 | 52,000 | 28,447 | 28,447 | 62,637 CHF | 62,922 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 52,000 | 52,000 | 28,524 | 28,524 | 59,612 CHF | 59,898 CHF | 98.63% | 98.63% |
07/05/2024 | 0.50% | 2.08 CHF | 2.09 CHF | 52,000 | 52,000 | 28,863 | 28,863 | 59,434 CHF | 59,723 CHF | 98.42% | 98.42% |
06/05/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 52,000 | 52,000 | 28,770 | 28,770 | 59,707 CHF | 59,995 CHF | 100.00% | 100.00% |
03/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 52,000 | 52,000 | 28,525 | 28,525 | 57,971 CHF | 58,256 CHF | 99.97% | 99.97% |
02/05/2024 | 0.77% | 2.05 CHF | 2.06 CHF | 52,000 | 52,000 | 19,463 | 19,463 | 39,333 CHF | 39,578 CHF | 100.00% | 100.00% |