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 | 0.50% | 2.00 CHF | 2.01 CHF | 156,000 | 156,000 | 153,741 | 153,741 | 307,931 CHF | 309,470 CHF | 100.00% | 100.00% |
15/05/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 152,000 | 152,000 | 151,072 | 151,072 | 312,177 CHF | 313,691 CHF | 99.99% | 99.99% |
14/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 152,000 | 152,000 | 152,680 | 152,680 | 307,870 CHF | 309,397 CHF | 100.00% | 100.00% |
13/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 156,000 | 156,000 | 154,725 | 154,725 | 309,807 CHF | 311,354 CHF | 100.00% | 100.00% |
10/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 156,000 | 156,000 | 154,888 | 154,888 | 311,368 CHF | 312,916 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 152,000 | 152,000 | 152,123 | 152,123 | 308,850 CHF | 310,372 CHF | 99.08% | 99.08% |
07/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 152,000 | 152,000 | 152,721 | 152,721 | 308,373 CHF | 309,901 CHF | 99.93% | 99.93% |
06/05/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 156,000 | 156,000 | 158,384 | 158,384 | 300,991 CHF | 302,575 CHF | 100.00% | 100.00% |
03/05/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 160,000 | 160,000 | 160,870 | 160,870 | 295,950 CHF | 297,559 CHF | 100.00% | 100.00% |
02/05/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 164,000 | 164,000 | 162,544 | 162,544 | 294,272 CHF | 295,898 CHF | 100.00% | 100.00% |