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 | 0.45% | 2.25 CHF | 2.26 CHF | 46,000 | 46,000 | 45,568 | 45,568 | 101,599 CHF | 102,055 CHF | 100.00% | 100.00% |
15/05/2024 | 0.44% | 2.20 CHF | 2.21 CHF | 46,000 | 46,000 | 45,963 | 45,963 | 104,332 CHF | 104,792 CHF | 100.00% | 100.00% |
14/05/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 48,000 | 48,000 | 47,244 | 47,244 | 114,984 CHF | 115,457 CHF | 99.32% | 99.32% |
13/05/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 47,000 | 47,000 | 46,486 | 46,486 | 108,922 CHF | 109,387 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 46,000 | 46,000 | 45,601 | 45,601 | 103,399 CHF | 103,856 CHF | 93.31% | 99.41% |
08/05/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 46,000 | 46,000 | 45,906 | 45,906 | 105,491 CHF | 105,950 CHF | 99.40% | 99.40% |
07/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 46,000 | 46,000 | 45,856 | 45,856 | 108,509 CHF | 108,968 CHF | 99.75% | 99.75% |
06/05/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 47,000 | 47,000 | 45,645 | 45,645 | 107,820 CHF | 108,277 CHF | 96.40% | 98.39% |
03/05/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 46,000 | 46,000 | 45,843 | 45,843 | 108,443 CHF | 108,902 CHF | 97.77% | 98.40% |
02/05/2024 | 0.42% | 2.43 CHF | 2.44 CHF | 47,000 | 47,000 | 46,666 | 46,666 | 111,707 CHF | 112,174 CHF | 99.21% | 99.21% |