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 | 0.34% | 2.92 CHF | 2.93 CHF | 46,000 | 46,000 | 45,965 | 45,965 | 133,427 CHF | 133,887 CHF | 100.00% | 100.00% |
15/05/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 46,000 | 46,000 | 45,907 | 45,907 | 131,215 CHF | 131,675 CHF | 100.00% | 100.00% |
14/05/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 46,000 | 46,000 | 46,974 | 46,974 | 129,555 CHF | 130,024 CHF | 100.00% | 100.00% |
13/05/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 131,103 CHF | 131,573 CHF | 100.00% | 100.00% |
10/05/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 131,233 CHF | 131,703 CHF | 100.00% | 100.00% |
08/05/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 47,000 | 47,000 | 47,005 | 47,005 | 127,448 CHF | 127,918 CHF | 99.08% | 99.08% |
07/05/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 47,000 | 47,000 | 47,071 | 47,071 | 127,197 CHF | 127,668 CHF | 99.94% | 99.94% |
06/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 125,973 CHF | 126,453 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 49,000 | 49,000 | 48,934 | 48,934 | 123,825 CHF | 124,315 CHF | 99.99% | 99.99% |
02/05/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 122,068 CHF | 122,558 CHF | 100.00% | 100.00% |