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% | 2.81 CHF | 2.82 CHF | 37,000 | 37,000 | 36,879 | 36,879 | 103,047 CHF | 103,416 CHF | 100.00% | 100.00% |
15/05/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 37,000 | 37,000 | 36,927 | 36,927 | 102,600 CHF | 102,970 CHF | 100.00% | 100.00% |
14/05/2024 | 0.37% | 2.76 CHF | 2.77 CHF | 37,000 | 37,000 | 36,999 | 36,999 | 101,072 CHF | 101,442 CHF | 99.96% | 99.96% |
13/05/2024 | 0.36% | 2.69 CHF | 2.70 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 101,576 CHF | 101,946 CHF | 100.00% | 100.00% |
10/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 37,000 | 37,000 | 37,196 | 37,196 | 99,855 CHF | 100,227 CHF | 100.00% | 100.00% |
08/05/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 97,923 CHF | 98,303 CHF | 99.08% | 99.08% |
07/05/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 38,000 | 38,000 | 37,962 | 37,962 | 100,253 CHF | 100,633 CHF | 99.93% | 99.93% |
06/05/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 38,000 | 38,000 | 38,020 | 38,020 | 97,401 CHF | 97,781 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 39,000 | 39,000 | 38,363 | 38,363 | 97,544 CHF | 97,928 CHF | 99.99% | 99.99% |
02/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 39,000 | 39,000 | 39,126 | 39,126 | 95,143 CHF | 95,535 CHF | 100.00% | 100.00% |