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 | 0.42% | 2.40 CHF | 2.41 CHF | 156,000 | 156,000 | 153,748 | 153,748 | 368,946 CHF | 370,485 CHF | 100.00% | 100.00% |
15/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 152,000 | 152,000 | 151,072 | 151,072 | 371,908 CHF | 373,421 CHF | 100.00% | 100.00% |
14/05/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 152,000 | 152,000 | 152,674 | 152,674 | 368,259 CHF | 369,786 CHF | 100.00% | 100.00% |
13/05/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 156,000 | 156,000 | 154,725 | 154,725 | 371,327 CHF | 372,874 CHF | 100.00% | 100.00% |
10/05/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 156,000 | 156,000 | 154,887 | 154,887 | 372,308 CHF | 373,857 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 152,000 | 152,000 | 152,121 | 152,121 | 368,857 CHF | 370,379 CHF | 99.08% | 99.08% |
07/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 152,000 | 152,000 | 152,718 | 152,718 | 368,575 CHF | 370,103 CHF | 99.93% | 99.93% |
06/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 156,000 | 156,000 | 158,385 | 158,385 | 363,403 CHF | 364,987 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 160,000 | 160,000 | 160,868 | 160,868 | 359,300 CHF | 360,908 CHF | 99.96% | 99.96% |
02/05/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 164,000 | 164,000 | 162,546 | 162,546 | 358,304 CHF | 359,929 CHF | 99.98% | 99.98% |