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 | 0.34% | 2.92 CHF | 2.93 CHF | 43,000 | 43,000 | 42,934 | 42,934 | 125,273 CHF | 125,702 CHF | 100.00% | 100.00% |
15/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 43,000 | 43,000 | 42,872 | 42,872 | 125,939 CHF | 126,369 CHF | 100.00% | 100.00% |
14/05/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 43,000 | 43,000 | 42,992 | 42,992 | 124,497 CHF | 124,927 CHF | 99.97% | 99.97% |
13/05/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 125,200 CHF | 125,630 CHF | 100.00% | 100.00% |
10/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 43,000 | 43,000 | 43,000 | 43,000 | 123,652 CHF | 124,082 CHF | 100.00% | 100.00% |
08/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 44,000 | 44,000 | 43,992 | 43,992 | 119,260 CHF | 119,700 CHF | 99.09% | 99.09% |
07/05/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 44,000 | 44,000 | 44,224 | 44,224 | 118,398 CHF | 118,840 CHF | 99.88% | 99.88% |
06/05/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 45,000 | 45,000 | 45,098 | 45,098 | 115,321 CHF | 115,772 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 45,000 | 45,000 | 45,123 | 45,123 | 114,722 CHF | 115,174 CHF | 99.98% | 99.98% |
02/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 45,000 | 45,000 | 45,598 | 45,598 | 114,219 CHF | 114,675 CHF | 100.00% | 100.00% |