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 | 0.39% | 2.59 CHF | 2.60 CHF | 156,000 | 156,000 | 153,748 | 153,748 | 397,420 CHF | 398,958 CHF | 100.00% | 100.00% |
15/05/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 152,000 | 152,000 | 151,073 | 151,073 | 399,944 CHF | 401,458 CHF | 99.99% | 99.99% |
14/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 152,000 | 152,000 | 152,677 | 152,677 | 396,510 CHF | 398,037 CHF | 100.00% | 100.00% |
13/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 156,000 | 156,000 | 154,724 | 154,724 | 399,855 CHF | 401,402 CHF | 100.00% | 100.00% |
10/05/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 156,000 | 156,000 | 154,887 | 154,887 | 400,972 CHF | 402,521 CHF | 100.00% | 100.00% |
08/05/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 152,000 | 152,000 | 152,123 | 152,123 | 396,833 CHF | 398,355 CHF | 99.08% | 99.08% |
07/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 152,000 | 152,000 | 152,718 | 152,718 | 396,760 CHF | 398,287 CHF | 99.93% | 99.93% |
06/05/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 156,000 | 156,000 | 158,385 | 158,385 | 392,537 CHF | 394,121 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 160,000 | 160,000 | 160,871 | 160,871 | 388,909 CHF | 390,518 CHF | 100.00% | 100.00% |
02/05/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 164,000 | 164,000 | 162,547 | 162,547 | 388,351 CHF | 389,976 CHF | 99.99% | 99.99% |