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 | 0.37% | 2.71 CHF | 2.72 CHF | 156,000 | 156,000 | 153,748 | 153,748 | 416,348 CHF | 417,887 CHF | 100.00% | 100.00% |
15/05/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 152,000 | 152,000 | 151,076 | 151,076 | 418,482 CHF | 419,996 CHF | 100.00% | 100.00% |
14/05/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 152,000 | 152,000 | 152,674 | 152,674 | 415,246 CHF | 416,773 CHF | 100.00% | 100.00% |
13/05/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 156,000 | 156,000 | 154,725 | 154,725 | 418,394 CHF | 419,941 CHF | 100.00% | 100.00% |
10/05/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 156,000 | 156,000 | 154,887 | 154,887 | 419,495 CHF | 421,043 CHF | 100.00% | 100.00% |
08/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 152,000 | 152,000 | 152,121 | 152,121 | 415,028 CHF | 416,550 CHF | 99.08% | 99.08% |
07/05/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 152,000 | 152,000 | 152,717 | 152,717 | 415,032 CHF | 416,560 CHF | 99.93% | 99.93% |
06/05/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 156,000 | 156,000 | 158,385 | 158,385 | 411,802 CHF | 413,386 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 160,000 | 160,000 | 160,868 | 160,868 | 408,123 CHF | 409,732 CHF | 99.98% | 99.98% |
02/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 164,000 | 164,000 | 162,545 | 162,545 | 407,797 CHF | 409,422 CHF | 99.99% | 99.99% |