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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 100,000 | 100,000 | 99,040 | 99,040 | 216,135 CHF | 217,127 CHF | 97.67% | 100.00% |
21/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 211,560 CHF | 212,551 CHF | 99.61% | 99.61% |
17/05/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 209,023 CHF | 210,014 CHF | 100.00% | 100.00% |
16/05/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 214,644 CHF | 215,635 CHF | 100.00% | 100.00% |
15/05/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 216,565 CHF | 217,556 CHF | 100.00% | 100.00% |
14/05/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 100,000 | 100,000 | 99,507 | 99,507 | 216,101 CHF | 217,097 CHF | 98.94% | 98.94% |
13/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 100,000 | 100,000 | 99,057 | 99,057 | 216,956 CHF | 217,948 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 100,000 | 100,000 | 99,252 | 99,252 | 218,645 CHF | 219,638 CHF | 96.41% | 99.31% |
08/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 100,000 | 100,000 | 99,445 | 99,445 | 220,338 CHF | 221,333 CHF | 99.66% | 99.66% |
07/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 98,969 | 98,969 | 220,354 CHF | 221,345 CHF | 99.66% | 99.66% |