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 | 0.47% | 2.10 CHF | 2.11 CHF | 156,000 | 156,000 | 153,745 | 153,745 | 323,614 CHF | 325,153 CHF | 99.95% | 99.95% |
15/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 152,000 | 152,000 | 151,068 | 151,068 | 327,822 CHF | 329,336 CHF | 99.83% | 99.83% |
14/05/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 152,000 | 152,000 | 152,680 | 152,680 | 323,797 CHF | 325,324 CHF | 99.98% | 99.98% |
13/05/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 156,000 | 156,000 | 154,725 | 154,725 | 325,983 CHF | 327,530 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 156,000 | 156,000 | 154,887 | 154,887 | 327,075 CHF | 328,624 CHF | 100.00% | 100.00% |
08/05/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 152,000 | 152,000 | 152,123 | 152,123 | 324,640 CHF | 326,162 CHF | 99.09% | 99.09% |
07/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 152,000 | 152,000 | 152,718 | 152,718 | 324,190 CHF | 325,718 CHF | 99.94% | 99.94% |
06/05/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 156,000 | 156,000 | 158,385 | 158,385 | 317,618 CHF | 319,202 CHF | 100.00% | 100.00% |
03/05/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 160,000 | 160,000 | 160,871 | 160,871 | 312,458 CHF | 314,067 CHF | 99.96% | 99.96% |
02/05/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 164,000 | 164,000 | 162,547 | 162,547 | 311,359 CHF | 312,984 CHF | 100.00% | 100.00% |