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 | 0.38% | 2.70 CHF | 2.71 CHF | 69,000 | 69,000 | 68,114 | 68,114 | 183,071 CHF | 183,753 CHF | 99.92% | 99.92% |
15/05/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 69,000 | 69,000 | 68,817 | 68,817 | 179,806 CHF | 180,495 CHF | 100.00% | 100.00% |
14/05/2024 | 0.37% | 2.62 CHF | 2.63 CHF | 69,000 | 69,000 | 67,669 | 67,669 | 182,032 CHF | 182,709 CHF | 97.22% | 97.22% |
13/05/2024 | 0.38% | 2.71 CHF | 2.72 CHF | 68,000 | 68,000 | 67,361 | 67,361 | 180,604 CHF | 181,279 CHF | 100.00% | 100.00% |
10/05/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 68,000 | 68,000 | 66,376 | 66,376 | 183,797 CHF | 184,461 CHF | 99.61% | 99.61% |
08/05/2024 | 0.39% | 2.67 CHF | 2.68 CHF | 68,000 | 68,000 | 68,206 | 68,206 | 176,312 CHF | 176,994 CHF | 100.00% | 100.00% |
07/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 69,000 | 69,000 | 67,629 | 67,629 | 178,802 CHF | 179,479 CHF | 100.00% | 100.00% |
06/05/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 68,000 | 68,000 | 67,363 | 67,363 | 181,142 CHF | 181,816 CHF | 100.00% | 100.00% |
03/05/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 68,000 | 68,000 | 66,830 | 66,830 | 181,147 CHF | 181,816 CHF | 98.84% | 98.84% |
02/05/2024 | 0.36% | 2.69 CHF | 2.70 CHF | 68,000 | 68,000 | 66,392 | 66,392 | 183,551 CHF | 184,216 CHF | 99.63% | 99.63% |