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 | 0.45% | 2.27 CHF | 2.28 CHF | 360,000 | 360,000 | 351,653 | 351,653 | 785,700 CHF | 789,220 CHF | 100.00% | 100.00% |
15/05/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 350,000 | 350,000 | 348,460 | 348,460 | 771,582 CHF | 775,074 CHF | 100.00% | 100.00% |
14/05/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 350,000 | 350,000 | 342,637 | 342,637 | 736,930 CHF | 740,358 CHF | 100.00% | 100.00% |
13/05/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 760,801 CHF | 764,286 CHF | 99.85% | 99.85% |
10/05/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 350,000 | 350,000 | 348,558 | 348,558 | 768,736 CHF | 772,221 CHF | 100.00% | 100.00% |
08/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 360,000 | 360,000 | 358,426 | 358,426 | 811,035 CHF | 814,620 CHF | 98.93% | 98.93% |
07/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 360,000 | 360,000 | 358,230 | 358,230 | 817,135 CHF | 820,720 CHF | 99.88% | 99.88% |
06/05/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 370,000 | 370,000 | 362,298 | 362,298 | 829,741 CHF | 833,364 CHF | 100.00% | 100.00% |
03/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 370,000 | 370,000 | 364,925 | 364,925 | 838,464 CHF | 842,113 CHF | 99.97% | 99.97% |
02/05/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 360,000 | 360,000 | 358,494 | 358,494 | 809,495 CHF | 813,080 CHF | 98.57% | 98.57% |