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 | 0.42% | 2.38 CHF | 2.39 CHF | 115,000 | 115,000 | 114,385 | 114,385 | 274,980 CHF | 276,125 CHF | 100.00% | 100.00% |
15/05/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 115,000 | 115,000 | 114,329 | 114,329 | 266,370 CHF | 267,515 CHF | 100.00% | 100.00% |
14/05/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 115,000 | 115,000 | 114,492 | 114,492 | 270,587 CHF | 271,732 CHF | 100.00% | 100.00% |
13/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 272,582 CHF | 273,727 CHF | 100.00% | 100.00% |
10/05/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 272,723 CHF | 273,868 CHF | 100.00% | 100.00% |
08/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 110,000 | 110,000 | 109,886 | 109,886 | 254,602 CHF | 255,702 CHF | 99.08% | 99.08% |
07/05/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 110,000 | 110,000 | 114,164 | 114,164 | 258,725 CHF | 259,868 CHF | 99.81% | 99.81% |
06/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 251,986 CHF | 253,132 CHF | 100.00% | 100.00% |
03/05/2024 | 0.46% | 2.10 CHF | 2.11 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 246,414 CHF | 247,559 CHF | 99.98% | 99.98% |
02/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 250,935 CHF | 252,080 CHF | 100.00% | 100.00% |