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 | 0.47% | 2.12 CHF | 2.13 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 222,847 CHF | 223,890 CHF | 100.00% | 100.00% |
15/05/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 98,000 | 98,000 | 97,617 | 97,617 | 214,481 CHF | 215,459 CHF | 100.00% | 100.00% |
14/05/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 98,000 | 98,000 | 97,568 | 97,568 | 217,950 CHF | 218,926 CHF | 100.00% | 100.00% |
13/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 213,791 CHF | 214,786 CHF | 100.00% | 100.00% |
10/05/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 210,019 CHF | 211,022 CHF | 100.00% | 100.00% |
08/05/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 102,000 | 102,000 | 101,546 | 101,546 | 208,489 CHF | 209,505 CHF | 98.84% | 98.84% |
07/05/2024 | 0.46% | 2.22 CHF | 2.23 CHF | 98,000 | 98,000 | 99,111 | 99,111 | 215,992 CHF | 216,984 CHF | 97.85% | 97.85% |
06/05/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 216,419 CHF | 217,410 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 213,313 CHF | 214,309 CHF | 100.00% | 100.00% |
02/05/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 212,860 CHF | 213,856 CHF | 100.00% | 100.00% |