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 | 0.86% | 2.28 CHF | 2.30 CHF | 95,000 | 95,000 | 94,452 | 94,452 | 217,997 CHF | 219,887 CHF | 100.00% | 100.00% |
15/05/2024 | 0.88% | 2.34 CHF | 2.36 CHF | 94,000 | 94,000 | 94,956 | 94,956 | 215,327 CHF | 217,230 CHF | 100.00% | 100.00% |
14/05/2024 | 0.95% | 2.07 CHF | 2.09 CHF | 99,000 | 99,000 | 98,279 | 98,279 | 206,832 CHF | 208,798 CHF | 99.99% | 99.99% |
13/05/2024 | 0.91% | 2.18 CHF | 2.20 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 212,319 CHF | 214,251 CHF | 99.82% | 99.82% |
10/05/2024 | 0.87% | 2.26 CHF | 2.28 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 215,292 CHF | 217,177 CHF | 100.00% | 100.00% |
08/05/2024 | 0.88% | 2.22 CHF | 2.24 CHF | 96,000 | 96,000 | 95,037 | 95,037 | 214,252 CHF | 216,153 CHF | 98.93% | 98.93% |
07/05/2024 | 0.91% | 2.21 CHF | 2.23 CHF | 96,000 | 96,000 | 95,971 | 95,971 | 209,931 CHF | 211,851 CHF | 99.88% | 99.88% |
06/05/2024 | 0.91% | 2.16 CHF | 2.18 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 210,663 CHF | 212,584 CHF | 100.00% | 100.00% |
03/05/2024 | 0.91% | 2.20 CHF | 2.22 CHF | 96,000 | 96,000 | 95,960 | 95,960 | 210,425 CHF | 212,344 CHF | 99.98% | 99.98% |
02/05/2024 | 0.92% | 2.13 CHF | 2.15 CHF | 97,000 | 97,000 | 96,515 | 96,515 | 208,998 CHF | 210,928 CHF | 98.49% | 98.49% |