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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 296,299 CHF | 297,899 CHF | 99.36% | 99.36% |
16/05/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 160,000 | 160,000 | 159,839 | 159,839 | 292,995 CHF | 294,594 CHF | 100.00% | 100.00% |
15/05/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 165,000 | 165,000 | 164,678 | 164,678 | 272,224 CHF | 273,874 CHF | 100.00% | 100.00% |
14/05/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 165,000 | 165,000 | 169,047 | 169,047 | 267,342 CHF | 269,032 CHF | 100.00% | 100.00% |
13/05/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 165,000 | 165,000 | 165,000 | 165,000 | 272,072 CHF | 273,722 CHF | 99.85% | 99.85% |
10/05/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 165,000 | 165,000 | 165,000 | 165,000 | 269,997 CHF | 271,647 CHF | 100.00% | 100.00% |
08/05/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 265,277 CHF | 266,977 CHF | 98.62% | 98.62% |
07/05/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 170,000 | 170,000 | 169,927 | 169,927 | 258,957 CHF | 260,657 CHF | 99.88% | 99.88% |
06/05/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 170,000 | 170,000 | 170,292 | 170,292 | 253,543 CHF | 255,246 CHF | 100.00% | 100.00% |
03/05/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 175,000 | 175,000 | 174,485 | 174,485 | 250,690 CHF | 252,434 CHF | 99.98% | 99.98% |