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 | 0.63% | 1.57 CHF | 1.58 CHF | 123,000 | 123,000 | 122,236 | 122,236 | 192,685 CHF | 193,909 CHF | 100.00% | 100.00% |
15/05/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 126,400 | 126,400 | 126,384 | 126,384 | 192,251 CHF | 193,518 CHF | 100.00% | 100.00% |
14/05/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 125,000 | 125,000 | 124,999 | 124,999 | 193,332 CHF | 194,582 CHF | 98.53% | 98.53% |
13/05/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 124,200 | 124,200 | 124,200 | 124,200 | 192,140 CHF | 193,382 CHF | 100.00% | 100.00% |
10/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 128,000 | 128,000 | 128,248 | 128,248 | 195,652 CHF | 196,934 CHF | 100.00% | 100.00% |
08/05/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 138,000 | 138,000 | 139,164 | 139,164 | 199,462 CHF | 200,854 CHF | 99.24% | 99.24% |
07/05/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 145,100 | 145,100 | 145,094 | 145,094 | 193,718 CHF | 195,169 CHF | 95.30% | 95.30% |
06/05/2024 | 0.72% | 1.33 CHF | 1.34 CHF | 143,300 | 143,300 | 141,950 | 141,950 | 196,290 CHF | 197,709 CHF | 100.00% | 100.00% |
03/05/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 142,800 | 142,800 | 142,215 | 142,215 | 194,237 CHF | 195,659 CHF | 99.99% | 99.99% |
02/05/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 141,000 | 141,000 | 140,979 | 140,979 | 190,493 CHF | 191,903 CHF | 100.00% | 100.00% |