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 | 0.49% | 2.06 CHF | 2.07 CHF | 156,000 | 156,000 | 153,744 | 153,744 | 316,103 CHF | 317,641 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 152,000 | 152,000 | 151,073 | 151,073 | 320,115 CHF | 321,629 CHF | 100.00% | 100.00% |
14/05/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 152,000 | 152,000 | 152,677 | 152,677 | 316,301 CHF | 317,828 CHF | 99.99% | 99.99% |
13/05/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 156,000 | 156,000 | 154,725 | 154,725 | 318,381 CHF | 319,928 CHF | 100.00% | 100.00% |
10/05/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 156,000 | 156,000 | 154,888 | 154,888 | 319,480 CHF | 321,029 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 152,000 | 152,000 | 152,123 | 152,123 | 317,236 CHF | 318,758 CHF | 99.09% | 99.09% |
07/05/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 152,000 | 152,000 | 152,719 | 152,719 | 316,746 CHF | 318,274 CHF | 99.93% | 99.93% |
06/05/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 156,000 | 156,000 | 158,385 | 158,385 | 309,779 CHF | 311,363 CHF | 100.00% | 100.00% |
03/05/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 160,000 | 160,000 | 160,872 | 160,872 | 304,409 CHF | 306,018 CHF | 99.98% | 99.98% |
02/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 164,000 | 164,000 | 162,547 | 162,547 | 302,759 CHF | 304,385 CHF | 100.00% | 100.00% |