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% | 2.09 CHF | 2.10 CHF | 235,000 | 235,000 | 229,919 | 229,919 | 485,880 CHF | 488,181 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 230,000 | 230,000 | 228,593 | 228,593 | 492,123 CHF | 494,413 CHF | 100.00% | 100.00% |
14/05/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 230,000 | 230,000 | 230,047 | 230,047 | 486,697 CHF | 488,997 CHF | 100.00% | 100.00% |
13/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 230,000 | 230,000 | 233,074 | 233,074 | 491,083 CHF | 493,414 CHF | 100.00% | 100.00% |
10/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 235,000 | 235,000 | 230,320 | 230,320 | 488,456 CHF | 490,759 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 235,000 | 235,000 | 233,991 | 233,991 | 479,413 CHF | 481,754 CHF | 99.15% | 99.15% |
07/05/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 235,000 | 235,000 | 233,935 | 233,935 | 480,292 CHF | 482,632 CHF | 99.85% | 99.85% |
06/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 482,504 CHF | 484,844 CHF | 100.00% | 100.00% |
03/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 235,000 | 235,000 | 234,045 | 234,045 | 481,208 CHF | 483,548 CHF | 99.99% | 99.99% |
02/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 235,000 | 235,000 | 234,031 | 234,031 | 482,557 CHF | 484,897 CHF | 100.00% | 100.00% |