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 | 0.45% | 2.23 CHF | 2.24 CHF | 41,000 | 41,000 | 40,616 | 40,616 | 90,840 CHF | 91,246 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 2.23 CHF | 2.24 CHF | 41,000 | 41,000 | 40,617 | 40,617 | 87,425 CHF | 87,831 CHF | 100.00% | 100.00% |
14/05/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 41,000 | 41,000 | 40,731 | 40,731 | 89,199 CHF | 89,606 CHF | 98.97% | 98.97% |
13/05/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 41,000 | 41,000 | 40,582 | 40,582 | 88,970 CHF | 89,377 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 41,000 | 41,000 | 40,672 | 40,672 | 88,228 CHF | 88,635 CHF | 87.14% | 93.26% |
08/05/2024 | 0.50% | 2.08 CHF | 2.09 CHF | 41,000 | 41,000 | 41,361 | 41,361 | 83,202 CHF | 83,616 CHF | 99.48% | 99.48% |
07/05/2024 | 0.55% | 1.89 CHF | 1.90 CHF | 42,000 | 42,000 | 41,583 | 41,583 | 76,748 CHF | 77,164 CHF | 99.43% | 99.43% |
06/05/2024 | 0.52% | 1.84 CHF | 1.85 CHF | 42,000 | 42,000 | 41,522 | 41,522 | 80,053 CHF | 80,469 CHF | 97.68% | 97.68% |
03/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 42,000 | 42,000 | 41,843 | 41,843 | 79,590 CHF | 80,009 CHF | 97.18% | 97.83% |
02/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 42,000 | 42,000 | 41,604 | 41,604 | 78,101 CHF | 78,517 CHF | 100.00% | 100.00% |