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 | 0.39% | 2.56 CHF | 2.57 CHF | 130,000 | 130,000 | 128,941 | 128,941 | 332,951 CHF | 334,241 CHF | 100.00% | 100.00% |
15/05/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 120,000 | 120,000 | 128,377 | 128,377 | 331,886 CHF | 333,173 CHF | 100.00% | 100.00% |
14/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 130,000 | 130,000 | 129,975 | 129,975 | 331,071 CHF | 332,371 CHF | 100.00% | 100.00% |
13/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 329,865 CHF | 331,165 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 327,111 CHF | 328,411 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 317,115 CHF | 318,415 CHF | 99.25% | 99.25% |
07/05/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 130,000 | 130,000 | 129,901 | 129,901 | 305,458 CHF | 306,758 CHF | 97.36% | 97.36% |
06/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 302,556 CHF | 303,856 CHF | 98.42% | 98.42% |
03/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 298,229 CHF | 299,529 CHF | 99.99% | 99.99% |
02/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 298,416 CHF | 299,716 CHF | 100.00% | 100.00% |