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 | 0.40% | 2.59 CHF | 2.60 CHF | 270,000 | 270,000 | 93,201 | 93,201 | 241,164 CHF | 242,100 CHF | 100.00% | 100.00% |
15/05/2024 | 0.40% | 2.59 CHF | 2.60 CHF | 270,000 | 270,000 | 93,259 | 93,259 | 242,397 CHF | 243,332 CHF | 99.99% | 99.99% |
14/05/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 270,000 | 270,000 | 93,630 | 93,630 | 244,456 CHF | 245,394 CHF | 100.00% | 100.00% |
13/05/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 270,000 | 270,000 | 93,706 | 93,706 | 238,983 CHF | 239,921 CHF | 100.00% | 100.00% |
10/05/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 270,000 | 270,000 | 92,422 | 92,422 | 239,685 CHF | 240,610 CHF | 99.99% | 99.99% |
08/05/2024 | 0.41% | 2.61 CHF | 2.62 CHF | 270,000 | 270,000 | 91,105 | 91,105 | 232,526 CHF | 233,438 CHF | 98.98% | 98.98% |
07/05/2024 | 0.42% | 2.49 CHF | 2.50 CHF | 270,000 | 270,000 | 96,767 | 96,767 | 235,607 CHF | 236,576 CHF | 99.67% | 99.67% |
06/05/2024 | 0.45% | 2.37 CHF | 2.38 CHF | 280,000 | 280,000 | 98,522 | 98,522 | 228,059 CHF | 229,046 CHF | 100.00% | 100.00% |
03/05/2024 | 0.47% | 2.22 CHF | 2.23 CHF | 290,000 | 290,000 | 99,826 | 99,826 | 218,781 CHF | 219,780 CHF | 99.98% | 99.98% |
02/05/2024 | 0.49% | 2.14 CHF | 2.15 CHF | 290,000 | 290,000 | 101,682 | 101,682 | 212,439 CHF | 213,457 CHF | 99.99% | 99.99% |