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 | 0.39% | 2.45 CHF | 2.46 CHF | 50,800 | 50,800 | 49,680 | 49,680 | 128,886 CHF | 129,383 CHF | 100.00% | 100.00% |
15/05/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 51,400 | 51,400 | 51,052 | 51,052 | 142,992 CHF | 143,504 CHF | 100.00% | 100.00% |
14/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 51,400 | 51,400 | 51,410 | 51,410 | 134,614 CHF | 135,128 CHF | 99.69% | 99.69% |
13/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 51,900 | 51,900 | 52,570 | 52,570 | 136,392 CHF | 136,917 CHF | 100.00% | 100.00% |
10/05/2024 | 0.37% | 2.60 CHF | 2.61 CHF | 54,100 | 54,100 | 53,061 | 53,061 | 141,723 CHF | 142,254 CHF | 100.00% | 100.00% |
08/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 57,000 | 57,000 | 56,757 | 56,757 | 133,187 CHF | 133,755 CHF | 99.15% | 99.15% |
07/05/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 56,600 | 56,600 | 56,362 | 56,362 | 133,295 CHF | 133,858 CHF | 99.64% | 99.64% |
06/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 57,900 | 57,900 | 57,661 | 57,661 | 139,562 CHF | 140,139 CHF | 100.00% | 100.00% |
03/05/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 56,600 | 56,600 | 56,370 | 56,370 | 134,886 CHF | 135,450 CHF | 99.97% | 99.97% |
02/05/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 60,800 | 60,800 | 60,549 | 60,549 | 146,197 CHF | 146,802 CHF | 99.98% | 99.98% |