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 | 0.35% | 2.91 CHF | 2.92 CHF | 69,000 | 69,000 | 68,129 | 68,129 | 197,098 CHF | 197,780 CHF | 100.00% | 100.00% |
15/05/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 69,000 | 69,000 | 68,810 | 68,810 | 193,965 CHF | 194,654 CHF | 100.00% | 100.00% |
14/05/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 69,000 | 69,000 | 67,747 | 67,747 | 196,192 CHF | 196,870 CHF | 97.18% | 97.18% |
13/05/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 68,000 | 68,000 | 67,340 | 67,340 | 194,377 CHF | 195,051 CHF | 100.00% | 100.00% |
10/05/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 68,000 | 68,000 | 66,373 | 66,373 | 197,458 CHF | 198,122 CHF | 100.00% | 100.00% |
08/05/2024 | 0.36% | 2.88 CHF | 2.89 CHF | 68,000 | 68,000 | 68,200 | 68,200 | 190,372 CHF | 191,055 CHF | 100.00% | 100.00% |
07/05/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 69,000 | 69,000 | 67,652 | 67,652 | 192,791 CHF | 193,468 CHF | 100.00% | 100.00% |
06/05/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 194,964 CHF | 195,638 CHF | 99.71% | 99.71% |
03/05/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 68,000 | 68,000 | 66,786 | 66,786 | 194,743 CHF | 195,412 CHF | 99.09% | 99.09% |
02/05/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 68,000 | 68,000 | 66,385 | 66,385 | 197,321 CHF | 197,986 CHF | 98.63% | 98.63% |