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 | 0.38% | 2.63 CHF | 2.64 CHF | 156,000 | 156,000 | 153,749 | 153,749 | 403,624 CHF | 405,162 CHF | 100.00% | 100.00% |
15/05/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 152,000 | 152,000 | 151,074 | 151,074 | 406,014 CHF | 407,527 CHF | 100.00% | 100.00% |
14/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 152,000 | 152,000 | 152,676 | 152,676 | 402,651 CHF | 404,178 CHF | 100.00% | 100.00% |
13/05/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 156,000 | 156,000 | 154,725 | 154,725 | 405,650 CHF | 407,198 CHF | 100.00% | 100.00% |
10/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 156,000 | 156,000 | 154,887 | 154,887 | 407,194 CHF | 408,743 CHF | 100.00% | 100.00% |
08/05/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 152,000 | 152,000 | 152,123 | 152,123 | 402,925 CHF | 404,446 CHF | 99.08% | 99.08% |
07/05/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 152,000 | 152,000 | 152,720 | 152,720 | 402,886 CHF | 404,414 CHF | 99.93% | 99.93% |
06/05/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 156,000 | 156,000 | 158,385 | 158,385 | 398,889 CHF | 400,473 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 160,000 | 160,000 | 160,869 | 160,869 | 395,360 CHF | 396,968 CHF | 99.98% | 99.98% |
02/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 164,000 | 164,000 | 162,545 | 162,545 | 394,882 CHF | 396,507 CHF | 100.00% | 100.00% |