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 | 0.43% | 2.28 CHF | 2.29 CHF | 106,000 | 106,000 | 104,193 | 104,193 | 239,615 CHF | 240,657 CHF | 100.00% | 100.00% |
15/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 98,000 | 98,000 | 97,606 | 97,606 | 230,182 CHF | 231,161 CHF | 100.00% | 100.00% |
14/05/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 98,000 | 98,000 | 97,569 | 97,569 | 233,576 CHF | 234,552 CHF | 100.00% | 100.00% |
13/05/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 98,000 | 98,000 | 99,571 | 99,571 | 229,758 CHF | 230,753 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 100,000 | 100,000 | 100,357 | 100,357 | 226,061 CHF | 227,064 CHF | 100.00% | 100.00% |
08/05/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 102,000 | 102,000 | 101,546 | 101,546 | 224,712 CHF | 225,728 CHF | 98.84% | 98.84% |
07/05/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 98,000 | 98,000 | 99,081 | 99,081 | 231,758 CHF | 232,749 CHF | 97.91% | 97.91% |
06/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 100,000 | 100,000 | 99,106 | 99,106 | 232,268 CHF | 233,259 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 229,180 CHF | 230,176 CHF | 99.99% | 99.99% |
02/05/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 100,000 | 100,000 | 99,588 | 99,588 | 228,756 CHF | 229,752 CHF | 100.00% | 100.00% |