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 | 0.88% | 2.29 CHF | 2.31 CHF | 95,000 | 95,000 | 94,440 | 94,440 | 214,075 CHF | 215,966 CHF | 100.00% | 100.00% |
15/05/2024 | 0.87% | 2.24 CHF | 2.26 CHF | 94,000 | 94,000 | 94,935 | 94,935 | 219,065 CHF | 220,968 CHF | 100.00% | 100.00% |
14/05/2024 | 0.81% | 2.51 CHF | 2.53 CHF | 99,000 | 99,000 | 98,279 | 98,279 | 242,753 CHF | 244,719 CHF | 100.00% | 100.00% |
13/05/2024 | 0.84% | 2.40 CHF | 2.42 CHF | 97,000 | 97,000 | 96,596 | 96,596 | 229,765 CHF | 231,697 CHF | 99.85% | 99.85% |
10/05/2024 | 0.86% | 2.33 CHF | 2.35 CHF | 95,000 | 95,000 | 94,270 | 94,270 | 217,154 CHF | 219,039 CHF | 100.00% | 100.00% |
08/05/2024 | 0.85% | 2.37 CHF | 2.39 CHF | 96,000 | 96,000 | 95,036 | 95,036 | 221,822 CHF | 223,723 CHF | 98.93% | 98.93% |
07/05/2024 | 0.83% | 2.38 CHF | 2.40 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 230,416 CHF | 232,336 CHF | 99.74% | 99.74% |
06/05/2024 | 0.83% | 2.43 CHF | 2.45 CHF | 97,000 | 97,000 | 96,059 | 96,059 | 230,203 CHF | 232,124 CHF | 100.00% | 100.00% |
03/05/2024 | 0.83% | 2.39 CHF | 2.41 CHF | 96,000 | 96,000 | 95,961 | 95,961 | 230,204 CHF | 232,123 CHF | 99.97% | 99.97% |
02/05/2024 | 0.82% | 2.47 CHF | 2.49 CHF | 97,000 | 97,000 | 96,515 | 96,515 | 234,229 CHF | 236,159 CHF | 98.53% | 98.53% |