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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.91% | 2.18 CHF | 2.20 CHF | 71,000 | 71,000 | 70,666 | 70,666 | 155,238 CHF | 156,656 CHF | 99.66% | 99.66% |
22/05/2024 | 0.93% | 2.14 CHF | 2.16 CHF | 71,000 | 71,000 | 71,263 | 71,263 | 152,362 CHF | 153,788 CHF | 100.00% | 100.00% |
21/05/2024 | 0.93% | 2.14 CHF | 2.16 CHF | 71,000 | 71,000 | 71,280 | 71,280 | 152,716 CHF | 154,142 CHF | 98.98% | 98.98% |
17/05/2024 | 0.92% | 2.15 CHF | 2.17 CHF | 71,000 | 71,000 | 71,029 | 71,029 | 153,125 CHF | 154,546 CHF | 99.27% | 99.27% |
16/05/2024 | 0.90% | 2.20 CHF | 2.22 CHF | 71,000 | 71,000 | 70,823 | 70,823 | 156,570 CHF | 157,988 CHF | 100.00% | 100.00% |
15/05/2024 | 0.93% | 2.21 CHF | 2.23 CHF | 71,000 | 71,000 | 71,290 | 71,290 | 153,452 CHF | 154,881 CHF | 100.00% | 100.00% |
14/05/2024 | 0.98% | 2.09 CHF | 2.11 CHF | 72,000 | 72,000 | 72,766 | 72,766 | 148,271 CHF | 149,727 CHF | 100.00% | 100.00% |
13/05/2024 | 0.97% | 2.03 CHF | 2.05 CHF | 73,000 | 73,000 | 72,594 | 72,594 | 149,480 CHF | 150,932 CHF | 99.88% | 99.88% |
10/05/2024 | 0.97% | 2.05 CHF | 2.07 CHF | 73,000 | 73,000 | 72,603 | 72,603 | 149,701 CHF | 151,153 CHF | 100.00% | 100.00% |
08/05/2024 | 0.97% | 2.04 CHF | 2.06 CHF | 73,000 | 73,000 | 72,727 | 72,727 | 149,057 CHF | 150,512 CHF | 98.93% | 98.93% |