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 | 0.54% | 1.88 CHF | 1.89 CHF | 149,000 | 149,000 | 150,389 | 150,389 | 278,847 CHF | 280,352 CHF | 100.00% | 100.00% |
15/05/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 149,000 | 149,000 | 148,711 | 148,711 | 280,987 CHF | 282,477 CHF | 100.00% | 100.00% |
14/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 149,000 | 149,000 | 150,441 | 150,441 | 278,651 CHF | 280,155 CHF | 100.00% | 100.00% |
13/05/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 149,000 | 149,000 | 149,007 | 149,007 | 277,714 CHF | 279,204 CHF | 100.00% | 100.00% |
10/05/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 149,000 | 149,000 | 149,000 | 149,000 | 282,854 CHF | 284,344 CHF | 100.00% | 100.00% |
08/05/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 149,000 | 149,000 | 148,908 | 148,908 | 281,409 CHF | 282,898 CHF | 99.14% | 99.14% |
07/05/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 149,000 | 149,000 | 148,949 | 148,949 | 281,063 CHF | 282,553 CHF | 99.85% | 99.85% |
06/05/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 280,189 CHF | 281,729 CHF | 100.00% | 100.00% |
03/05/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 276,152 CHF | 277,692 CHF | 100.00% | 100.00% |
02/05/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 154,000 | 154,000 | 154,002 | 154,002 | 277,150 CHF | 278,690 CHF | 100.00% | 100.00% |