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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 156,000 | 156,000 | 154,501 | 154,501 | 388,106 CHF | 389,660 CHF | 100.00% | 100.00% |
22/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 156,000 | 156,000 | 155,357 | 155,357 | 389,673 CHF | 391,227 CHF | 100.00% | 100.00% |
21/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 156,000 | 156,000 | 155,166 | 155,166 | 386,921 CHF | 388,475 CHF | 100.00% | 100.00% |
17/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 156,000 | 156,000 | 155,352 | 155,352 | 388,467 CHF | 390,021 CHF | 99.33% | 99.33% |
16/05/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 156,000 | 156,000 | 153,748 | 153,748 | 379,716 CHF | 381,254 CHF | 100.00% | 100.00% |
15/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 152,000 | 152,000 | 151,071 | 151,071 | 382,501 CHF | 384,015 CHF | 99.89% | 99.89% |
14/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 152,000 | 152,000 | 152,674 | 152,674 | 378,953 CHF | 380,480 CHF | 100.00% | 100.00% |
13/05/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 156,000 | 156,000 | 154,725 | 154,725 | 381,787 CHF | 383,334 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 156,000 | 156,000 | 154,887 | 154,887 | 382,919 CHF | 384,468 CHF | 100.00% | 100.00% |
08/05/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 152,000 | 152,000 | 152,121 | 152,121 | 379,479 CHF | 381,001 CHF | 99.09% | 99.09% |