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 | 0.47% | 2.17 CHF | 2.18 CHF | 360,000 | 360,000 | 351,655 | 351,655 | 750,107 CHF | 753,626 CHF | 100.00% | 100.00% |
15/05/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 350,000 | 350,000 | 348,464 | 348,464 | 736,380 CHF | 739,872 CHF | 100.00% | 100.00% |
14/05/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 350,000 | 350,000 | 342,633 | 342,633 | 702,306 CHF | 705,733 CHF | 100.00% | 100.00% |
13/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 725,652 CHF | 729,138 CHF | 99.84% | 99.84% |
10/05/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 350,000 | 350,000 | 348,558 | 348,558 | 733,658 CHF | 737,144 CHF | 100.00% | 100.00% |
08/05/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 360,000 | 360,000 | 358,427 | 358,427 | 774,927 CHF | 778,512 CHF | 98.93% | 98.93% |
07/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 360,000 | 360,000 | 358,228 | 358,228 | 781,168 CHF | 784,753 CHF | 99.88% | 99.88% |
06/05/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 370,000 | 370,000 | 362,298 | 362,298 | 792,982 CHF | 796,604 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 370,000 | 370,000 | 364,924 | 364,924 | 801,542 CHF | 805,191 CHF | 99.94% | 99.94% |
02/05/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 360,000 | 360,000 | 358,493 | 358,493 | 773,388 CHF | 776,973 CHF | 98.57% | 98.57% |