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 | 0.53% | 1.94 CHF | 1.95 CHF | 46,000 | 46,000 | 45,568 | 45,568 | 87,234 CHF | 87,690 CHF | 100.00% | 100.00% |
15/05/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 46,000 | 46,000 | 45,965 | 45,965 | 89,907 CHF | 90,367 CHF | 99.88% | 99.88% |
14/05/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 48,000 | 48,000 | 47,384 | 47,384 | 100,403 CHF | 100,877 CHF | 99.06% | 99.06% |
13/05/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 47,000 | 47,000 | 46,474 | 46,474 | 94,247 CHF | 94,713 CHF | 100.00% | 100.00% |
10/05/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 46,000 | 46,000 | 45,574 | 45,574 | 88,987 CHF | 89,443 CHF | 93.37% | 99.52% |
08/05/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 46,000 | 46,000 | 45,873 | 45,873 | 91,001 CHF | 91,460 CHF | 99.51% | 99.51% |
07/05/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 46,000 | 46,000 | 45,891 | 45,891 | 94,151 CHF | 94,610 CHF | 99.77% | 99.77% |
06/05/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 47,000 | 47,000 | 45,645 | 45,645 | 93,439 CHF | 93,896 CHF | 98.68% | 98.68% |
03/05/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 46,000 | 46,000 | 45,957 | 45,957 | 94,190 CHF | 94,650 CHF | 97.81% | 98.47% |
02/05/2024 | 0.48% | 2.12 CHF | 2.13 CHF | 47,000 | 47,000 | 46,583 | 46,583 | 96,831 CHF | 97,297 CHF | 99.17% | 99.17% |