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 | 0.44% | 2.29 CHF | 2.30 CHF | 156,000 | 156,000 | 153,748 | 153,748 | 351,585 CHF | 353,124 CHF | 100.00% | 100.00% |
15/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 152,000 | 152,000 | 151,072 | 151,072 | 354,920 CHF | 356,434 CHF | 100.00% | 100.00% |
14/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 152,000 | 152,000 | 152,674 | 152,674 | 351,074 CHF | 352,601 CHF | 100.00% | 100.00% |
13/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 156,000 | 156,000 | 154,724 | 154,724 | 353,503 CHF | 355,050 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 156,000 | 156,000 | 154,888 | 154,888 | 354,624 CHF | 356,173 CHF | 99.99% | 99.99% |
08/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 152,000 | 152,000 | 152,122 | 152,122 | 351,703 CHF | 353,224 CHF | 99.08% | 99.08% |
07/05/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 152,000 | 152,000 | 152,721 | 152,721 | 351,412 CHF | 352,940 CHF | 99.94% | 99.94% |
06/05/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 156,000 | 156,000 | 158,385 | 158,385 | 345,569 CHF | 347,153 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 160,000 | 160,000 | 160,868 | 160,868 | 340,830 CHF | 342,439 CHF | 99.97% | 99.97% |
02/05/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 164,000 | 164,000 | 162,545 | 162,545 | 339,709 CHF | 341,334 CHF | 100.00% | 100.00% |