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 | 0.73% | 2.70 CHF | 2.72 CHF | 95,000 | 95,000 | 94,452 | 94,452 | 257,170 CHF | 259,060 CHF | 100.00% | 100.00% |
15/05/2024 | 0.75% | 2.75 CHF | 2.77 CHF | 94,000 | 94,000 | 94,955 | 94,955 | 254,638 CHF | 256,541 CHF | 100.00% | 100.00% |
14/05/2024 | 0.79% | 2.48 CHF | 2.50 CHF | 99,000 | 99,000 | 98,278 | 98,278 | 247,313 CHF | 249,279 CHF | 100.00% | 100.00% |
13/05/2024 | 0.76% | 2.59 CHF | 2.61 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 252,179 CHF | 254,111 CHF | 99.88% | 99.88% |
10/05/2024 | 0.74% | 2.68 CHF | 2.70 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 254,312 CHF | 256,197 CHF | 100.00% | 100.00% |
08/05/2024 | 0.75% | 2.64 CHF | 2.66 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 253,557 CHF | 255,458 CHF | 98.93% | 98.93% |
07/05/2024 | 0.77% | 2.62 CHF | 2.64 CHF | 96,000 | 96,000 | 95,972 | 95,972 | 249,625 CHF | 251,545 CHF | 99.88% | 99.88% |
06/05/2024 | 0.76% | 2.57 CHF | 2.59 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 250,313 CHF | 252,235 CHF | 100.00% | 100.00% |
03/05/2024 | 0.76% | 2.61 CHF | 2.63 CHF | 96,000 | 96,000 | 95,960 | 95,960 | 250,016 CHF | 251,935 CHF | 99.97% | 99.97% |
02/05/2024 | 0.77% | 2.54 CHF | 2.56 CHF | 97,000 | 97,000 | 96,516 | 96,516 | 248,806 CHF | 250,737 CHF | 98.54% | 98.54% |