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 | 0.38% | 2.71 CHF | 2.72 CHF | 62,700 | 62,700 | 63,317 | 63,317 | 165,461 CHF | 166,095 CHF | 100.00% | 100.00% |
15/05/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 65,000 | 65,000 | 64,831 | 64,831 | 156,148 CHF | 156,798 CHF | 100.00% | 100.00% |
14/05/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 63,900 | 63,900 | 64,401 | 64,401 | 150,639 CHF | 151,283 CHF | 99.69% | 99.69% |
13/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 62,900 | 62,900 | 62,675 | 62,675 | 153,566 CHF | 154,192 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 63,200 | 63,200 | 63,262 | 63,262 | 156,425 CHF | 157,058 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 65,300 | 65,300 | 65,335 | 65,335 | 158,119 CHF | 158,772 CHF | 99.08% | 99.08% |
07/05/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 68,200 | 68,200 | 68,308 | 68,308 | 159,147 CHF | 159,830 CHF | 99.93% | 99.93% |
06/05/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 72,400 | 72,400 | 72,452 | 72,452 | 161,343 CHF | 162,067 CHF | 100.00% | 100.00% |
03/05/2024 | 0.46% | 2.11 CHF | 2.12 CHF | 72,700 | 72,700 | 72,207 | 72,207 | 155,017 CHF | 155,739 CHF | 99.99% | 99.99% |
02/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 70,400 | 70,400 | 70,307 | 70,307 | 152,916 CHF | 153,619 CHF | 99.99% | 99.99% |