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 | 0.49% | 2.07 CHF | 2.08 CHF | 360,000 | 360,000 | 351,653 | 351,653 | 714,510 CHF | 718,029 CHF | 100.00% | 100.00% |
15/05/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 350,000 | 350,000 | 348,421 | 348,421 | 701,073 CHF | 704,565 CHF | 100.00% | 100.00% |
14/05/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 350,000 | 350,000 | 342,634 | 342,634 | 667,731 CHF | 671,158 CHF | 100.00% | 100.00% |
13/05/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 690,476 CHF | 693,961 CHF | 99.85% | 99.85% |
10/05/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 350,000 | 350,000 | 348,557 | 348,557 | 698,297 CHF | 701,782 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 360,000 | 360,000 | 358,426 | 358,426 | 738,382 CHF | 741,967 CHF | 98.93% | 98.93% |
07/05/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 360,000 | 360,000 | 358,247 | 358,247 | 744,876 CHF | 748,461 CHF | 99.88% | 99.88% |
06/05/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 370,000 | 370,000 | 362,298 | 362,298 | 756,576 CHF | 760,199 CHF | 100.00% | 100.00% |
03/05/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 370,000 | 370,000 | 364,923 | 364,923 | 764,908 CHF | 768,557 CHF | 99.97% | 99.97% |
02/05/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 360,000 | 360,000 | 358,493 | 358,493 | 737,355 CHF | 740,940 CHF | 98.57% | 98.57% |