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 | 0.36% | 2.74 CHF | 2.75 CHF | 156,000 | 156,000 | 153,746 | 153,746 | 421,319 CHF | 422,858 CHF | 100.00% | 100.00% |
15/05/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 152,000 | 152,000 | 151,077 | 151,077 | 423,397 CHF | 424,911 CHF | 100.00% | 100.00% |
14/05/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 152,000 | 152,000 | 152,678 | 152,678 | 420,249 CHF | 421,776 CHF | 99.99% | 99.99% |
13/05/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 156,000 | 156,000 | 154,724 | 154,724 | 423,557 CHF | 425,105 CHF | 100.00% | 100.00% |
10/05/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 156,000 | 156,000 | 154,887 | 154,887 | 424,696 CHF | 426,245 CHF | 100.00% | 100.00% |
08/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 152,000 | 152,000 | 152,124 | 152,124 | 420,038 CHF | 421,560 CHF | 99.08% | 99.08% |
07/05/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 152,000 | 152,000 | 152,717 | 152,717 | 420,039 CHF | 421,566 CHF | 99.94% | 99.94% |
06/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 156,000 | 156,000 | 158,385 | 158,385 | 417,048 CHF | 418,632 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 160,000 | 160,000 | 160,871 | 160,871 | 413,352 CHF | 414,960 CHF | 99.98% | 99.98% |
02/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 164,000 | 164,000 | 162,547 | 162,547 | 413,073 CHF | 414,698 CHF | 100.00% | 100.00% |