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 | 0.66% | 1.52 CHF | 1.53 CHF | 105,000 | 105,000 | 104,493 | 104,493 | 158,853 CHF | 159,899 CHF | 100.00% | 100.00% |
15/05/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 105,000 | 105,000 | 103,383 | 103,383 | 160,357 CHF | 161,393 CHF | 100.00% | 100.00% |
14/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 103,000 | 103,000 | 104,117 | 104,117 | 161,453 CHF | 162,495 CHF | 100.00% | 100.00% |
13/05/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 105,000 | 105,000 | 104,951 | 104,951 | 159,185 CHF | 160,235 CHF | 100.00% | 100.00% |
10/05/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 106,000 | 106,000 | 105,220 | 105,220 | 158,588 CHF | 159,640 CHF | 100.00% | 100.00% |
08/05/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 106,000 | 106,000 | 106,019 | 106,019 | 156,672 CHF | 157,732 CHF | 99.06% | 99.06% |
07/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 106,000 | 106,000 | 105,537 | 105,537 | 157,854 CHF | 158,909 CHF | 97.82% | 97.82% |
06/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 106,000 | 106,000 | 106,396 | 106,396 | 156,402 CHF | 157,466 CHF | 100.00% | 100.00% |
03/05/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 108,000 | 108,000 | 107,808 | 107,808 | 155,383 CHF | 156,461 CHF | 100.00% | 100.00% |
02/05/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 110,000 | 110,000 | 109,546 | 109,546 | 154,678 CHF | 155,773 CHF | 100.00% | 100.00% |