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 | 1.55% | 0.64 CHF | 0.65 CHF | 396,000 | 396,000 | 395,652 | 395,652 | 253,930 CHF | 257,890 CHF | 100.00% | 100.00% |
15/05/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 396,000 | 396,000 | 395,193 | 395,193 | 258,021 CHF | 261,981 CHF | 100.00% | 100.00% |
14/05/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 396,000 | 396,000 | 395,923 | 395,923 | 256,927 CHF | 260,887 CHF | 99.99% | 99.99% |
13/05/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 396,000 | 396,000 | 396,000 | 396,000 | 261,360 CHF | 265,320 CHF | 100.00% | 100.00% |
10/05/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 396,000 | 396,000 | 396,000 | 396,000 | 256,522 CHF | 260,482 CHF | 100.00% | 100.00% |
08/05/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 396,000 | 396,000 | 395,929 | 395,929 | 264,575 CHF | 268,535 CHF | 99.06% | 99.06% |
07/05/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 396,000 | 396,000 | 395,805 | 395,805 | 259,278 CHF | 263,238 CHF | 99.66% | 99.66% |
06/05/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 396,000 | 396,000 | 396,000 | 396,000 | 246,897 CHF | 250,857 CHF | 100.00% | 100.00% |
03/05/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 396,000 | 396,000 | 396,000 | 396,000 | 251,713 CHF | 255,673 CHF | 99.97% | 99.97% |
02/05/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 396,000 | 396,000 | 396,000 | 396,000 | 257,260 CHF | 261,220 CHF | 100.00% | 100.00% |