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 | 0.58% | 1.75 CHF | 1.76 CHF | 253,300 | 253,300 | 253,070 | 253,070 | 436,518 CHF | 439,051 CHF | 100.00% | 100.00% |
15/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 235,900 | 235,900 | 235,298 | 235,298 | 426,676 CHF | 429,035 CHF | 100.00% | 100.00% |
14/05/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 235,000 | 235,000 | 234,998 | 234,998 | 427,985 CHF | 430,335 CHF | 99.31% | 99.31% |
13/05/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 229,500 | 229,500 | 229,500 | 229,500 | 428,756 CHF | 431,051 CHF | 100.00% | 100.00% |
10/05/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 231,000 | 231,000 | 231,000 | 231,000 | 421,630 CHF | 423,940 CHF | 99.99% | 99.99% |
08/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 230,100 | 230,100 | 230,100 | 230,100 | 424,480 CHF | 426,781 CHF | 99.77% | 99.77% |
07/05/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 249,100 | 249,100 | 249,063 | 249,063 | 439,104 CHF | 441,595 CHF | 98.36% | 98.36% |
06/05/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 229,800 | 229,800 | 229,800 | 229,800 | 412,311 CHF | 414,609 CHF | 100.00% | 100.00% |
03/05/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 229,800 | 229,800 | 229,800 | 229,800 | 446,102 CHF | 448,400 CHF | 99.90% | 99.90% |
02/05/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 229,800 | 229,800 | 229,800 | 229,800 | 436,004 CHF | 438,302 CHF | 99.57% | 99.57% |