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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.46% | 2.21 CHF | 2.22 CHF | 156,000 | 156,000 | 154,475 | 154,475 | 341,925 CHF | 343,478 CHF | 100.00% | 100.00% |
22/05/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 156,000 | 156,000 | 155,357 | 155,357 | 343,257 CHF | 344,810 CHF | 100.00% | 100.00% |
21/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 156,000 | 156,000 | 155,168 | 155,168 | 340,747 CHF | 342,301 CHF | 100.00% | 100.00% |
17/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 156,000 | 156,000 | 155,352 | 155,352 | 341,915 CHF | 343,469 CHF | 99.33% | 99.33% |
16/05/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 156,000 | 156,000 | 153,747 | 153,747 | 333,787 CHF | 335,326 CHF | 100.00% | 100.00% |
15/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 152,000 | 152,000 | 151,077 | 151,077 | 337,526 CHF | 339,040 CHF | 100.00% | 100.00% |
14/05/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 152,000 | 152,000 | 152,675 | 152,675 | 333,820 CHF | 335,347 CHF | 100.00% | 100.00% |
13/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 156,000 | 156,000 | 154,725 | 154,725 | 336,062 CHF | 337,609 CHF | 100.00% | 100.00% |
10/05/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 156,000 | 156,000 | 154,888 | 154,888 | 337,012 CHF | 338,561 CHF | 100.00% | 100.00% |
08/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 152,000 | 152,000 | 152,124 | 152,124 | 334,596 CHF | 336,118 CHF | 99.08% | 99.08% |