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 | 0.60% | 1.65 CHF | 1.66 CHF | 62,500 | 62,500 | 62,117 | 62,117 | 102,764 CHF | 103,386 CHF | 100.00% | 100.00% |
15/05/2024 | 0.65% | 1.64 CHF | 1.65 CHF | 66,600 | 66,600 | 66,602 | 66,602 | 102,729 CHF | 103,397 CHF | 100.00% | 100.00% |
14/05/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 64,800 | 64,800 | 64,800 | 64,800 | 103,228 CHF | 103,876 CHF | 98.50% | 98.50% |
13/05/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 63,900 | 63,900 | 63,900 | 63,900 | 101,941 CHF | 102,580 CHF | 100.00% | 100.00% |
10/05/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 68,400 | 68,400 | 68,539 | 68,539 | 106,252 CHF | 106,937 CHF | 100.00% | 100.00% |
08/05/2024 | 0.72% | 1.46 CHF | 1.47 CHF | 79,800 | 79,800 | 80,485 | 80,485 | 110,910 CHF | 111,715 CHF | 99.24% | 99.24% |
07/05/2024 | 0.83% | 1.25 CHF | 1.26 CHF | 86,700 | 86,700 | 86,696 | 86,696 | 103,879 CHF | 104,746 CHF | 95.30% | 95.30% |
06/05/2024 | 0.78% | 1.18 CHF | 1.19 CHF | 84,200 | 84,200 | 83,406 | 83,406 | 107,184 CHF | 108,018 CHF | 100.00% | 100.00% |
03/05/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 83,500 | 83,500 | 83,156 | 83,156 | 104,206 CHF | 105,037 CHF | 99.96% | 99.96% |
02/05/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 81,000 | 81,000 | 80,989 | 80,989 | 99,402 CHF | 100,212 CHF | 99.98% | 99.98% |