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 | 0.40% | 2.51 CHF | 2.52 CHF | 156,000 | 156,000 | 153,748 | 153,748 | 385,891 CHF | 387,430 CHF | 100.00% | 100.00% |
15/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 152,000 | 152,000 | 151,073 | 151,073 | 388,577 CHF | 390,091 CHF | 100.00% | 100.00% |
14/05/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 152,000 | 152,000 | 152,677 | 152,677 | 385,091 CHF | 386,618 CHF | 99.99% | 99.99% |
13/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 156,000 | 156,000 | 154,725 | 154,725 | 387,993 CHF | 389,540 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 156,000 | 156,000 | 154,888 | 154,888 | 389,130 CHF | 390,679 CHF | 100.00% | 100.00% |
08/05/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 152,000 | 152,000 | 152,123 | 152,123 | 385,577 CHF | 387,099 CHF | 99.08% | 99.08% |
07/05/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 152,000 | 152,000 | 152,718 | 152,718 | 385,357 CHF | 386,885 CHF | 99.94% | 99.94% |
06/05/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 156,000 | 156,000 | 158,385 | 158,385 | 380,758 CHF | 382,342 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 160,000 | 160,000 | 160,871 | 160,871 | 376,497 CHF | 378,106 CHF | 100.00% | 100.00% |
02/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 164,000 | 164,000 | 162,547 | 162,547 | 375,763 CHF | 377,389 CHF | 100.00% | 100.00% |