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 | 0.79% | 2.50 CHF | 2.52 CHF | 95,000 | 95,000 | 94,452 | 94,452 | 238,823 CHF | 240,713 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 2.56 CHF | 2.58 CHF | 94,000 | 94,000 | 94,956 | 94,956 | 236,289 CHF | 238,191 CHF | 100.00% | 100.00% |
14/05/2024 | 0.86% | 2.29 CHF | 2.31 CHF | 99,000 | 99,000 | 98,280 | 98,280 | 228,530 CHF | 230,496 CHF | 99.99% | 99.99% |
13/05/2024 | 0.82% | 2.40 CHF | 2.42 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 233,625 CHF | 235,557 CHF | 99.83% | 99.83% |
10/05/2024 | 0.80% | 2.48 CHF | 2.50 CHF | 95,000 | 95,000 | 94,271 | 94,271 | 236,080 CHF | 237,966 CHF | 100.00% | 100.00% |
08/05/2024 | 0.80% | 2.44 CHF | 2.46 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 235,195 CHF | 237,096 CHF | 98.93% | 98.93% |
07/05/2024 | 0.83% | 2.43 CHF | 2.45 CHF | 96,000 | 96,000 | 95,972 | 95,972 | 231,091 CHF | 233,012 CHF | 99.88% | 99.88% |
06/05/2024 | 0.83% | 2.38 CHF | 2.40 CHF | 97,000 | 97,000 | 96,058 | 96,058 | 231,834 CHF | 233,756 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 2.42 CHF | 2.44 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 231,559 CHF | 233,478 CHF | 99.98% | 99.98% |
02/05/2024 | 0.83% | 2.35 CHF | 2.37 CHF | 97,000 | 97,000 | 96,515 | 96,515 | 230,268 CHF | 232,198 CHF | 98.49% | 98.49% |