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 | 0.47% | 2.18 CHF | 2.19 CHF | 48,000 | 48,000 | 27,733 | 27,733 | 59,854 CHF | 60,132 CHF | 99.90% | 99.90% |
16/05/2024 | 0.49% | 2.12 CHF | 2.13 CHF | 52,000 | 52,000 | 28,729 | 28,729 | 60,352 CHF | 60,640 CHF | 100.00% | 100.00% |
15/05/2024 | 0.50% | 2.11 CHF | 2.12 CHF | 52,000 | 52,000 | 28,564 | 28,564 | 58,971 CHF | 59,259 CHF | 99.56% | 99.56% |
14/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 52,000 | 52,000 | 28,765 | 28,765 | 58,075 CHF | 58,363 CHF | 100.00% | 100.00% |
13/05/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 52,000 | 52,000 | 28,771 | 28,771 | 57,200 CHF | 57,489 CHF | 100.00% | 100.00% |
10/05/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 52,000 | 52,000 | 28,446 | 28,446 | 58,949 CHF | 59,234 CHF | 100.00% | 100.00% |
08/05/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 52,000 | 52,000 | 28,524 | 28,524 | 55,904 CHF | 56,190 CHF | 98.63% | 98.63% |
07/05/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 52,000 | 52,000 | 28,863 | 28,863 | 55,690 CHF | 55,979 CHF | 98.41% | 98.41% |
06/05/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 52,000 | 52,000 | 28,770 | 28,770 | 55,973 CHF | 56,261 CHF | 100.00% | 100.00% |
03/05/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 52,000 | 52,000 | 28,523 | 28,523 | 54,269 CHF | 54,554 CHF | 99.96% | 99.96% |